This last time I called and told them I was going to cancel, switch, blah blah blah. They said there's nothing we can do for you. Didn't even try. I said fine, cancel me. Again, didn't even make an effort to keep me, just pulled the plug and said the fedex boxes for the return of the satellite boxes were on the way. (I wasn't upset because I can take or leave it. It's an easily dropped expense around here so when I said cancel it wasn't just a bluff.) Fast forward less than 24 hours the phone rings (exactly as I'm unplugging their boxes and getting ready to send them back, funnily enough). And it's the most contrite, helpful rep I've ever heard. I ended up with free movie channels for a year and $30 off the bill for a year, plus an upgrade to the next package up.
I sort of wonder if someone got in trouble. I suspect they weren't supposed to actually let me cancel that easily. Anyway, the moral of the story is that if push comes to shove, go ahead and cancel. Then see what happens. It's possible you'll stay cancelled, I guess, but if you're willing to risk it, it can pay off.