As for notifying these colleges in letting them know that you've chosen to go elsewhere -- it's a common courtesy to let them know that you are declining (one, because they took the time to review your file and admit you, and two, they'll want to know that they can open her spot up to someone else). Consider too that if you ever do choose to transfer in the future, you will want to make sure that you're in good graces with the admissions rep that you correspond with.
There will be certain schools that will give specific instructions on how to notify them of your decision either way -- be sure to check the letters (or emails) of acceptance. Some schools may even provide an access point or portal online that you can simply long on you and select whether 'attending' or 'not attending'.
For those schools that have no form or instructions in this matter, a short and sweet email to the admissions member who represents your state is the best way to go. Something along the lines of -- "After a tremendous amount of thought, I wanted to let you know that I've decided to decline your offer of admission. It was a tough choice, and I can't thank you enough for considering me in your applicant pool."
With any other college prep or admission questions, do not hesitate to reach out to us! Send an email to email@example.com.