Only you can decide (with God's help) whether you should change churches–but I hope you won't take that step casually. God knows what is best for you, and you should make it a matter of serious prayer.
What should you consider? On one hand, God wants us to grow spiritually by learning His Word and applying it to our lives. One of the ways we do this is through our church–coming together to worship Him and hear His Word. Is the Bible being preached and taught in your church–not just from the pulpit but in other ways, such as youth programs or small group Bible studies? If not, God may be leading you elsewhere.
On the other hand, no church is perfect. As someone has said, if you ever found a perfect church, it would stop being perfect the minute you joined it! Some disgruntled people spend their lives moving from one church to another, but I find they seldom benefit from it. Perhaps God wants you to stay where you are to help your church. Don't just criticize, but pray for your church and ask God how you can help strengthen it.
The Bible says, "Let us not give up meeting together, as some are in the habit of doing, but let us encourage one another" (Hebrews 10:25). God considers the church very important–and so should we.