I cancelled due to the problems with the facility I mentioned earlier. Hell, I think almost everyone has had the same problems with this place.
They give you two ways of canceling: Via US mail (they print out a form, you provide the envelope and stamp) or in-person during the 9-6 business day Monday-Friday when one of the managers is on duty. Why I couldn't cancel online in real time or in person during the weekend? No one knew. At least they were cheerful about it.
In the end nothing much had changed despite complaints from me and I am sure many other members. The locker room and shower area is still dirty, the floor is still filled with a lot of rickety treadmills, and it's still probably worth the $30/mo for the determined, but not if you don't feel like going.