Thinking back on it, I believe I've only canceled one MMO ever, and that was Dark Age of Camelot (and I only canceled it because I started playing WoW). It was so long ago that I don't remember if I had any problems or not, but it must have gone smoothly enough. Other than that, I've pretty much considered all my subscriptions money well spent, so I haven't had to end anything.
But surely there are many more cancellations going on. When have you stepped up and ended the subscription, and for what reasons? Ever had a bad cancellation, or a really good one? And maybe we can help, too-- if there are any subscriptions you're paying right now that you shouldn't be, feel free to commiserate about them here-- we'll help you quit, if you need it. There are always more MMOs in the sea, if we're allowed to mess up a metaphor.