Here's a question that comes up from time to time:
Problem: You unmark the "On Sale" checkbox on the product, but some time later, the product goes back on sale.
Likely Cause: Check to see if the product might be part of your store's Daily Deals and/or Group Deals settings.
The product likely resides as a scheduled item in one of those features, and - by the time you see it on sale again - it's due to its daily deal/group deal scheduling having taken place.
When items are active as Daily Deal or Group deals, they are automatically marked as being On Sale by the store since - technically - they are.