If I can remove without damaging, I do. If I can't, I might try one of the popular methods, but very slowly and carefully only... and give up if it's not working.
I always remove stuck sketches - they drive me nuts. I haven't had too much trouble with that, however - much of my gallery is AIC stuff that never has a matching sketch anyway. Haven't run into a stuck sketch yet that wouldn't come free after a visit to the freezer.