Łukasz Gliński
I used to skip the ones that will be obviously hidden.

Martin Oostrom
I suggest getting rid of them all. Avoids mistakes and makes good practice for hard to reach spaces. Screwing up in those places on hidden pieces doesn't hurt as much.

Bill Newcomer
I have taken to doing all of them. It does slow down the progress. But if you look at really well built models you can see that they have done it. Many guys do not take the time to remove the sprue nubs from their rims. It ruins the realism of the tire to wheel interface.