I've usually done it in writing. Either snail mail or email, so that I have a record.
I have a default letter:
'In reference to account number xx_xx_xx_xx_xx_xx_xx_XX
Dear Sir/Madam,
I write to direct that you cancel all of my credit card accounts with your organisation immediately.
I will not be liable for any further transactions from 14 days of this letter.
You should provide a final statement within 14 days of this letter.
Yours sincerely,'