Fast forward to a week ago. My wife wasn't using her membership and my kids didn't like their Kids Klub play area. "I'll just cancel the account!" I thought. So I call up LA Fitness. "You can do it online. We can't do it here in the gym."
So I create an account online and go to the cancel option. Here's what I'm greeted by:

I have to mail in a crappy form for each person in order for them to cancel the account.
Fine. Gyms make most of their money from people who don't cancel and don't attend. This just seems like it's a little bit harder than it should be.
So I mail in the forms. A little over a week later I check back at the gym to see if the accounts have been canceled. Nope! Why not? They have no idea, because that's all handled by corporate and they don't even have a phone number to give me (I later found out that they seem to 'lose' an awful lot of mail that isn't sent CERTIFIED). The most they can offer is to have someone from corporate call me.
And call me they did (though not when they said they would). To be honest, I was actually surprised. But the guy had the audacity to require a reason for canceling. Here's your reason: I don't want to give you any more money. It's a good thing my credit card has better customer service than they do. What's more is you have to give them 30 days notice (basically one more time they can charge you) BEFORE they start counting on that "last month" that you paid for when you start up.
Case in point: If you sign up at LA Fitness, be aware that it's going to take World War 3 in order to end the membership. Save your money and your sanity and go ANYWHERE else.
Update 5/6/2008:
In the comments below, Duane pointed us to the BBB page for LA Fitness and called out Aylin Medina (phone (949) 255-7330) as the person to call to cancel your account with zero hassles. I recently called her to cancel my last remaining LA Fitness account. She was very nice and I had my account canceled inside of two minutes. If you call her, make sure you have your LA Fitness barcode handy. Thanks Duane!
Update 1/20/2010:
Apparently there has been a Class-Action Lawsuit against LA Fitness. It looks like you might be able to file claims for post-cancellation charges. More information at www.gymsettlement.com.