In this paper, we propose iterative interference cancellation schemes with access points selection (APs-Sel) for cell-free massive multiple-input multiple-output (CF-mMIMO) systems. Closed-form expressions for centralized and decentralized linear minimum mean square error (LMMSE) receive filters with APs-Sel are derived assuming imperfect channel state information (CSI). Furthermore, we develop a list-based detector based on LMMSE receive filters that exploits interference cancellation and the constellation points. A message-passing-based iterative detection and decoding (IDD) scheme that employs low-density parity-check (LDPC) codes is then developed. Moreover, log-likelihood ratio (LLR) refinement strategies based on censoring and a linear combination of local LLRs are proposed to improve the network performance. We compare the cases with centralized and decentralized processing in terms of bit error rate (BER) performance, complexity, and signaling under perfect CSI (PCSI) and imperfect CSI (ICSI) and verify the superiority of the distributed architecture with LLR refinements.