I think you have about as easy a set-up as can be expecected. Use a razor blade type scraper to remove the moistened labels. I usually clean the outside of the bottle with a Scotchbrite pad and liquid dish detergent to remove anything the scraper missed.
For the labels that leave the gummy-sticky residue after scraping, spray WD40 onto the Scotchbrite pad. You'll be suprised how easy the residual stuff is removed using the WD40.