What would be the best bank to change to?

At your age, you are probably interested in developing a good credit score. Some of that depends on having a long-term banking relationship. I personally don't use a credit union, but know that many people are happy with them. If it's close to you, conveniently located, good hours, good service, no monthly fees, then just keep it.

I like the Co-op bank because they gave me a basic bank account(I am on benefits) with a Visa electron card and after about 6 months of keeping it in credit they gave me a current(checking) account with a Visa debit card. This was better than other banks. Also, they invest their money ethically.

are you looking for better interest rates or service? Hard to say, but I would suggest you find a local credit union and establish with them. CU are non-profit, the shareholders are the people who have their money in the CU, they pay higher interest on savings, checking, CD's etc, have no or lower fees and charge less interest on loans,

Depends on what you are looking for as far as services go.

If you don't have an issue where you are - stay there.