I remove the membranes, but they aren't that bad on something like baby backs. But on beef ribs, that membrane is so thick and rubbery you really should remove it.
One trick I saw at a Ca BBQ event when we had to prep hundreds of racks of spareribs, was to take a sharp knife and score the membrane, like cut a wide 'X' through the membrane. THe membrane will shrink back along the ribs while cooking and be less noticeable in the final product.