You have the balls to say to their face "This isn't working, and I don't think we should date anymore." If you don't have the balls, you can do it the George Costanza way, which is to say, do something so appalling they won't want to see you again, like picking your nose, smoking, or suggesting a threesome with their mum. This is generally regarded as a sniveling, cowardly thing to do and you SHOULD NOT DO THIS.
Get a spine, for pete's sake. Just tell them.
The following is a also list of things you should NOT do:
1) break up with them by phone message
2) break up with them via text
3) steps one and/or two by any alternative medium, like Facebook, Tweet, MMORPG and so on.
4) Drive a car, at full throttle, into their house. NEVER EVER DO THIS.
5) Run at them screaming "I'm breaking up with you!" holding a chocolate/actual gun/power tool/lawn implement/etc. Or the real thing.
6) hand-write a note and mail it.
7) attach the above note to their beloved pet
8) Tell them during sex. They WILL stab you with an ice pick.
9) Break up with them during their birthday or like special occasion
10) Leave a message with their parents. THEY will stab you with an ice pick.