I removed mine when my ex-husband and I decided that we no longer wanted to be together. I still have the ring (since I paid for it) but the actual wedding band that he brought I threw into the ocean while I was still serving on a Naval ship (I'm in the Navy) my now fiance(at the time boyfriend) was there. After I had thrown it in...it felt as if a great weight had been taken off my shoulders. Even though the divorce hadn't been finalized yet...it still felt like an ending to me.

But in the end, you should remove it when you feel it is time to do so.