Materials

Hot, soapy water
Scraper or Scrubber
Cooking oil (olive, coconut, peanut, any oil really works)
Lemon Essential Oil

Instructions

Soak the jar in hot, soapy water for a few hours or overnight.
Peel or rub the label from your jar, first using your fingers, then with a scraper or scrubber if necessary.
If there is still paper or adhesive stuck to the jar, smear a thin layer of oil over it and let it sit for about 30 min. Then scrub again as in step 2.
Once all of the paper and as much of the glue as you can is removed rinse and let dry.
For that extra stubborn glue residue, apply a thin layer of lemon essential oil and rub with your hands. Repeat as necessary.

It still smells...

Jars can retain the smell of their previous occupant for a while after. My favorite method to rid the jars of these smells is a good dose of sunshine and fresh air. Just place your jar in a sunny windowsill (or outside if you have a backyard) for a day or two. I think the UV rays are helpful for some reason, but I have no real science for why this works.

If this doesn't do the trick, filling jars with a mixture of vinegar and baking soda for a few hours can help as well.

Some smells are extra stubborn, so you can store grains or spices like rice, lentils, popcorn kernals, or salt in a mildly smelly jar w/o it affecting your taste or enjoyment of these foods.

But if you really can't get over the smell, recycle the jar and the lid, preferably before you go through the whole process of removing the label.