What do I do? HELP I need info in PAY CO and much more!!!!

I have a total of six pay day loans MTE, Loan SHop, United Cash Loans, Pay CO, Zip 19, and One CLick. I have reviewed may of the forums about the process it appears all these lenders are illegal, I am in Indiana, I have closed my account, and plan to contact BBB, attorney general, and FTC as well as sending emails and letters to these companies revoking all arangements and authorizations.
1. I have almost repaid all these loans with finance charges alone
2. My account is closed
3. I will do the complaints.. pending a better understanding of how companies will actually respond to these??
If the company is illegal then do I have to pay? The letter I send is stating that they must provide me with contract agreement that was signed a physical address and history of what I have paid, and I have revoked all authorizations, but it appears as if these companies still call and try to pursue you.. And I looked at so many unresolved disputes on the BBB site, after I send letters and complaints on a illegal company am I obligated to pay them anything? Please help... I am afraid these people are gone to harrass my references and contact my employers, I have to get a jump start before 9/3 when none of there ach's go through my account... And I really need more info on PAY CO.. Please helo