I've closed 2 cards that I got from them and couldn't be happier but of course, that's just me. 
Just wondering - are you fairly new to credit cards (under 5 years or so)? It is OK to keep a card with a zero balance, to help with the ages of your accounts. You can consider applying (very gradually!) for a new card or two over the next few years; once they see that you have other sources of credit and you are current, they might rethink their position! As with any bank, the service depends on the training and support of the representatives. The bigger the bank, the more they function like government (or schools)! One side note - should there be an annual fee, be sure to use the card for the full year... then either close it or convert it to a 'no fee' card.. Best of luck and many blessings to you!!
Starting Score: 811 in 2004
I have no patience for Cap one cards. I closed mine last month.
I'm goanna vent, but first my advice: if having the card is really a bother, yes, close it (especially if there is an annual fee). But stay aware of the ramifications in regards to available credit & utilization (as several have mentioned). If there is no AF consider the SD. (I'm getting these abbreviations finally, ha ha).
Now my rant: why do people expect Capital One or any lender to just give increases just because we asked? These are businesses not our personal coffers. Capital One is in the business to make money and their target population is the moderate to higher risk consumer. They give people with no credit or bad credit a chance to prove themselves credit worthy, opening doors to bigger (better) lenders in the long run. Sure, we got in with Capital when our credit was questionable and now our credit is impeccable, but Capital One still remembers what screw ups we were before our shiny new FICO and is gonna try to minimize chances of lost revenue. So, yeah we get stuck for years with a measly CL while other lenders are giving us 10x our Cap One CL. Well, at that point we've outgrown our use of Cap One. Time to close shop and move on to digs that exemplify our new status.
Unlike other "high risk" lenders Capital One isn't extorting us for every dime we have just so we an build a better credit file. They charge a single and low AF no more than $40. No monthly maintenance fee, not set-up fees, no CLI fees. Just your deposit & low AF. Plus, they give us a free tool to monitor our Experian credit report monthly. Sure, the APR is atrocious, but what's to be expected with our profiles? Yes, I know they have a higher tier base, too; but that's comparitively miniscule.
I had Capital One's secured card for one year. I closed it in July after having been approved for other lenders that gave me unsecured credit and no AF. I didn't close it because Cap One is horrible; I found them not too much more aggravating than other lenders who have outsourced their front end staff. I closed it because I outgrew the need for their secured AF card. Maybe one day I will come back to Capital One for one of the nice "excellent" credit no AF rewards cards. If I do I won't expect too much because I know they are conservative with the CLs; why is it Discover and other conservative lenders don't get the grief Cap One does?
I personally won't do business with a company I feel undervalues me as a customer (while resorting to name calling--as if they can hear or would care).
End of rant. Thanks for reading 
I feel your pain. I have been unhappy with Cap1 for awhile, especially since I got my prime cards. However, they stuck it out with me in my bad times so I won't close them out. They will however become very good friends with my socks
