They often fuck up plastic, rubber, fake leather, definitely paper, and painted or finished surfaces. WD-40 is usually safe on those surfaces (or as others have said, Zippo lighter fluid and possibly cooking oil).
Alcohol removes adhesive, but is likely to ruin the surface too.
Alcohol is far more aggressive and will ruin many plastics, rubber, painted surfaces, finished wood, and coated paper.
Be really, really careful using alcohol on anything other than bare metal and some plastics. Many plastics and rubber will be made eternally sticky with alcohol (I made this mistake earlier today, which was why I posted this).