what probably happend was the game you are getting wasn't in stock in your normal shipping center, so they sent it from Tampa. I live in CT and have received games from LA before. Just remember they use USPS so the games only come as fast as the mail can be delivered. most of the mail is still shipped via truck.
If they work anything like I think they do the process is mostly automated. They may use labor for retuning and packaging the disc (machine operators/rippers) sort the mail on an automated sorter, but when it comes to shipping gamefly isn't on the scale of companies like NETFLIX where there is a shipping facility in most states. which is why it takes longer to get the games. remember these are shipped ground via truck. so if you live in Colorado and your shipping facility is in LA on average it probably takes 2-3 days for the disc once shipped to arrive at the P&DC in Colorado, then figure another day to get to you.
While logged in, click on my account in the top right by your name. From there click on change my membership plan on the left hand side. on that page there will be a small link underneath the "My Membership Terms" section that says Cancel my membership. Click the link and follow the steps.