I made a post a couple of years ago about how frustrating my experience was when trying to cancel my XBox Live subscription. The post still gets hundreds of visitors a month so I thought I would update it with some new information from a comment at the end of the post. Thanks to David for his comment!
You can cancel the auto renew of the Xbox live gold if you go to xbox.com and login to your live account, click you gamertag, click contact information, click membership level, and where it says automatic renewel, click where it says on. You will then have to click through a few screens where they are trying to keep you but then you will finally be able to set it to off!!!