Canceling you IFR

Automatically cancelled at Class "B", "C", and "D" airports.

    As you learned during your private pilot training, when you land at a control tower, they automatically cancel your flight plan.  It is almost the same with IFR.  While on an instrument flight in IMC, tower will close your flight plan.  While on a IFR flight plan in VFR conditions, when you have the airport in sight, approach will cancel your flight plan upon handing you off to tower.  Either way, at an airport with a control tower, the flight plan will be cancelled for you.

Cancellation En Route or on Approach

    You have the option to cancel your flight plan with approach over the radio anytime conditions become VFR.  This is not recommended during any IFR flight where there is a possibility of encountering more IMC (and isn't that on almost any flight?).

Option to Cancel after crossing the Final Approach Fix inbound on an Approach

In most cases after crossing the final approach fix of a non-controlled airport, ATC will state "Radar Service Terminated, frequency change approved, report cancellation on this frequency or on the ground by phone".  If you have the airport in sight, with no chance of becoming IMC, you may cancel your IFR at this time.  If you do this, ATC will tell you to squawk VFR.  If you are still IMC, you must continue IFR and report canceling on the ground through the Flight Service Station 1-800-WX-Brief.

The main point: 

DON'T FORGET TO CANCEL