How to remove a settings section from the Theme Customization API preview pane?

Just call remove_section method of the $wp_customize object:

add_action( 'customize_register', 'wpse8170_customize_register' );
function wpse8170_customize_register( WP_Customize_Manager $wp_customize ) {
    $wp_customize->remove_section( 'section-id-to-remove' );
}