In this sermon Pastor Joel Beeke shares a good anecdote about changing churches.
After a sermon he gave at a conference a woman approached him and fawned over the message saying that she wishes she could hear preaching like that at her church. Dr Beeke cautioned her that if she were to switch to his church, within a few months she would probably be tired of his preaching, too. He went on to explain that as sheep we are prone to think the grass is greener elsewhere and often it can seem that way at first. But soon the newness wears off, other grass looks greener and the cycle perpetuates.
I've experienced this first hand and have come to regret it later. Commitment in all areas of life (which should include membership in a local church) is the better approach.