Anyone I know who smokes cigars takes the plastic off in the humidor, however I would suggest asking the sales person at your local cigar shop what they would recommend.

Most quality cigars are sold by the box and without plastic wrappers. The wrapper acts as a portable humidor. Remove the wrappers for storage in a humidor.

take plastic off it a substitute for a humidor

Some people do, some people don't.

I don't, and my stogies have never suffered.

I read many years ago in Cigar Aficionado that it makes no difference.

I don't. They aren't air tight, and don't affect anything. That way they are on, if I want them to be later.

The wrappers are cellophane, not plastic. They are breathable, therfore are not a barrier to proper moisture.
If you have all of the same type of cigar in your humidor, it doesn't matter. If you have more than one cigar in your humidor, the cellophane wrappers help to prevent all the cigars tasting the same over time.
But basically, you can or not at your pleasure. The wrappers are there mostly to allow for retailers to offer individual cigars for sale, but they are also made to not interfere with the cigar tasting right.
I usually leave the wrappers on until I'm ready to smoke the cigar. They don't harm the cigar, and protect it at least a little from damage and handling.

Leave the cellophane on, its added protection and does not detract from humidification. I've been smoking for 30 years and when I travel and take some with me in my little cigar case, that cellophane has a little moisture from the humidor. Now think if there was no wrapper? Cigars, if left to air can dry out pretty quick. Ever smoke a dry cigar? Enough said.