Generally the value of a stamp is higher when on an envelope. Don't tear or soak stamps off envelopes – keep them both intact.
Before adhesive stamps were used, envelopes had either cancellation type markings or manuscript markings. The cancellation or other markings on an envelope may be what is valuable. Advertising envelopes also have value.
Remember to always keep your envelopes and stamps just how you find them. Even if they look like scraps or trash - save everything and let us review the envelope collection.