I have custom made orthotics, but they are partial, extending from under the heel to arch of the foot only, not under the ball of the foot. Hence, I do not take the liner of my athletic shoes out, I add my orthotic on top. This means, of course, that the shoe becomes narrower, smaller, shallower but so far I am making it work.
What I have found is that this technique works in my athletic shoes for running and Cathe workouts (I use my running shoes for all of these), but when I power walk, it makes the shoe too shallow and gives me terrible blisters on my right heel. For some reason, there is more heel-ball-toe rolling and movement when I walk than when I run.
So, whether or not you need to remove the normal shoe liner or not may depend more upon the activity you do and the fit of the shoe per activity rather than any other factor.
Also bear in mind if yo are a runner, adding a custom orthotic to a running shoe may change the type of running shoe you should then purchase. If you were already buying a stability or motion control shoe, you might find that adding the custom orthotic makes the shoe suddenly way too stiff, too much motion control. Nobody can run in shoes like cement blocks.
Clare