I have some components that were on tape when I bought them, and getting them out of them is a pain. Are there any easy ways to do this?

 

I clip the leads, leaving a portion in the tape. If they're LEDs, be sure to keep the anode (+ lead) longer.

If you're determined to keep the full lead length, then you could try pulling the components from the tape, and using "Goo-gone" to remove the adhesive. Solvents such as MEK are too strong, and tend to dissolve the components and/or markings, as well as poisoning you.