[wadea]

Call the gym and pose as a potential new client. Get the person's name. Record the conversation. Ask them all sorts of questions, including questions about cancellation. Say that you got burned that way at your former gym and you want to make sure that you won't be stuck if your job schedule changes.

I'm not sure about the legality of taping this conversation or its value in court, but it probably won't matter. You just go to the gym the next day, ask to speak with the person from the phone call, and tell him you'd like to cancel. He'll say no. You'll play the tape. Whether the tape is legal or not, he has two choices: (1) He can cancel your policy for no skin off his back, or (2) He can deny your request and face the near-certainty of his boss hearing him promise things on the phone and not delivering in person.

Victory. Best of all, this requires only a five minute call and a five minute discussion at the gym.