J.S.
I've done the Disney Movie Club thing, and as soon as I order my last "required" movie, I send in my next monthly invoice with the words "cancel" written all over it in big red letters. They immediately cancel my subscription without a problem. Then, a year or two later I'll sign up again as a new member to take advantage of that first shipment of movies for next to nothing. :)
I'm also very skeptical about clubs like this, but I haven't had any problems with the DMC. The only thing to be aware of is that your additional movies have to be purchased at full cost - if you buy any on sale they won't count. So, it is more expensive to buy those last two or three to meet your commitment, but overall I feel I'm spending less per movie with the first batch calculated into the total cost.
When you sign up you should opt for the online or email option. They'll still send you the paper invoice (which I only use when I'm cancelling, otherwise i just toss it), but they'll also send you an email every month saying that it's time to either order or decline the featured movie of the month. The email gives you a direct link to their website, where it only takes a couple minutes to log in and select whether you want to order it or not. It's very easy, and I've never had the problem of missing a deadline and accidently ordering the featured selection of the month (which has happened to me before in other monthly clubs like this).