I'm not voting. The thread title is "is it better to" but the poll choices are "I always"... We do not "always" remove anything.
I think, if reasonably easy to do, it's always better to remove any obstructions. My personal opinion anyways. This will almost always give a cleaner install but at the expense of time and potentially a more painful removal later.
Whether or not we do depends on multiple factors such as if it's a short term promo wrap, customer expectations, type of vehicle, and ease of removal of these obstructions. Doorhandles would be extremley rare since on most vehicles this requires full removal of the door panels. Mirrors are often easy and if so we generally do remove them. Taillights are also often easy to remove and we often do. Headlights / corner / marker / clearance / emergency lights are sometimes easy and get removed as well. Another is squirters on a hood, very often super simple to pull the hose off and pop them out.