When the automated system comes on and asks what you are calling about say: "Retention." That will get you to a higher level tech, which handles cancellations. When you tell them you want to cancel, they are going to try to keep you (offer you X amount off for X months, free HBO/Showtime). If you truly want to cancel just tell them 'no thanks' and they will start the process with you. DirecTV has always been pretty good at canceling accounts (unless you are under contract them it is a different story). When I called to cancel, they offered me free NFL Sunday Ticket, $40 off a month for a year, another $5 off a month for 6 months, plus free Showtime for 3 months.
NOTE: This was all before the ATT buyout was complete. Not sure what has changed since they completion of said buyout.
Edit: When you do cancel beware that DirecTV will call you after a few days trying to get you to resign up.