I know some people will be looking for this because it's not that clear on Cloudflare's website. But if you want to delete or remove your domain from Cloudflare you have to pause your site first. Then the option to delete your website is activated. It's not active by default which Cloudflare's help section suggests. It's not as simple as clicking on the settings drop down because you won't see any delete domain function until you pause your site.
The reason for deleting my sites was because one of the main sites I signed up with (this one) started acting funny after I activated Cloudflare. I'm not sure exactly what the problem is but my site was working great before using Cloudflare and just seemed to have all sorts of problems afterward. Anyway, I've deleted all my sites and will test to see if things change back to the way they were. Hope that helps someone out there.