This place is messed up. They charged my card every month and I still got collection letters in the mail and harassing phone calls, sometimes from them directly sometimes from a dubious company called myiclubonline (or something generic like that) and sometimes from an outright nasty cash-collection call center. All referring to this one membership. Just to mention it again: I had a perfectly fine credit card on file with them and they indeed charged it.
Went down there today to cancel my membership and let them know why. (maybe they would be interested I though). They guy who approached me told me "I couldn't care less why you want to cancel" in a condesending tone. Just handed me a piece of paper with their cancellation policy which basically states "You still owe us money and to cancel to have to mail us a letter to the very address you are standing at right now" Seem like they want to make it extra-inconvenient to cancel. Well no problem.
After reading the other finances-based reviews here on Yelp I feel it is safer to get my credit card replaced. Which I did.
BEFORE you sign up with them. MAKE SURE you understand what mess you are getting yourself into with them. My advice would be to stay away from them as far as you can and find another gym.