Cancel online the day before your first billing period would begin. You have 7 days for GameFly to receive the rental games back form the day you cancel.
Sounds like a great life lesson for your son. You don't always get what you want, and sometimes in life you just need to be patient. Maybe he could go outside and play or read a book instead.
I'm sure the "other sites" are dying to get you as a member. I know GameFly doesn't care if you leave, they have too many members as it is. It's time to thin the heard.
are you actually renting xbox 360 games or are you renting the games for PS3? what do you have marked under systems you own? http://www.gamefly.com/account/systems/
i find it hard to believe you actually rented 360 games and were sent PS3 games 3 times. bitching about it here won't do you any good anyway.