Do not cancel the direct debit - VM won't contact you, won't react, won't notice at any human level, but their automated systems will, and they will mark your credit history with a default (a stained credit history lingers for six years and can affect loans, credit cards, mortgages, energy supply, telecoms, car plans, even employment checks my throw up the default). And VM will add late payment charges and farm it out to a debt collection outfit who will come knocking.
You can cancel by donkey post (use recorded delivery, address on this page), but also complain to Ofcom, and do it today. They won't get involved in your complaint, but they monitor VM's performance on complaints and service standards, and by complaining you're helping add to the evidence that will hopefully result in a proper regulatory investigation, since difficulty cancelling is a repeated complaint round here (along with failure to properly process a cancellation request). I'd suggest you comment in the Ofcom complaint that this fiasco around the supposedly simple business of closing an account is a particularly serious breach of Ofcom General Condition C1.8, which requires that cancelling a contract is quick, simple and easy.
