Emphasis on polite, sysadmins are some of the most wonderful and capable people you'll ever meet, but also tend to be exceptionally busy, not to mention harried and frazzled. Like the list manager, they will be inclined to help you out of your mess, so please be nice. Be pleasant even if you were maliciously subscribed by a hostile third party which has you annoyed to no end. And a thank you note is always appropriate. While these instructions will work most of the time, they don't cover all possibilities.
Some lists use autosubscription addresses.
There are also a small number of listservers that use a single address for both posting and for administrative commands. These kind of implementations go against the -request standard that Internet mailing lists have been abiding by for years. In all these cases, my suggestion would be to look for a personal contact address and write to that person accordingly. So there you have it.