On the soft rubber types (like from Japanese kits) I use a razor, just like you'd use on your face, to shave them off. Just fold them to raise the mold line a little and shave them off.
For the hard type typically found in american kits, I chuck them into a motor tool and sand them off. Sometimes it's hard to find a way to get them to stay attached to the tool, but when I can get them to stay, it works very well.