I did it. But when I realized how badly they fucked members on shipping I bought all my regular priced albums in one order and canceled. A friend of mine was smarter. She signed up for all those clubs under the name of a Star Trek character, got her twelve CDs, and trashed everything else they ever sent her.
In retrospect the music clubs were a sign of how amoral and clueless record labels can be. They fucked the bands, fucked the fans, and were shocked when the internet allowed everybody to turn the tables.