Curzon Cinemas Cineaste membership - best membership I've had. I've used it on average once a fortnight (£3 off each time + 2 free tickets at the start), and it's the only membership I've ever used for a second year. I've made my money back loads of times over.
Islington swimming pools IzzCard membership - it's alright at the moment, only had it a month and I've been twice a week (free each time). Plus you can cancel it when you want.
I've had at least 3 gym memberships I've been tied to in the past for year contracts. I've always ended up guiltily not going.