If your walls are covered in textured paper, you can scrape it off. Dampen the paper with a wet sponge and use a scraper to loosen it from the wall. Be careful not to damage your wall in the process, particularly if you're taking it back to plaster. If your wallpaper is very stubborn or you find you're faced with multiple layers, consider investing in a wallpaper steamer to speed things along.
Remove textured paint from your walls with a paint steamer. A paint steamer works in a similar way to a wallpaper steamer, but provides a more focused jet of steam at a higher temperature. Pass the nozzle of the steamer over the paint and remove it with a scraper as you go. Wear gloves and a protective mask while you're working, especially if you're removing lead-based paint.
Knock a hole in any stucco or render with a hammer and chisel, then chip it away from your wall. Do so carefully. Violently ripping large sections away is highly likely to damage any plasterboard or other material below it. Use a solvent-based render removal agent to get rid of any ingrained residue.
If you've been left with small holes or imperfections beneath the textured layer you've removed, even them out with a wall filler. In the event that you're left with a badly damaged wall, apply joint compound with a wall knife. You may need to add more than one coat depending on the condition of your wall.