Severing ties with a bank can feel a lot like breaking up with a guy. The bank will probably ask for a reason ("It's not me! It's you!") and you have to let all the major institutions in your life know about it otherwise your automatic bill pay goes array. Not to mention the stress, mixed emotions, and fear that there's no one perfect bank out there. Luckily, there are ways to gracefully bow out of the relationship with your current bank should you decide you're fed up with its lack of attention to your needs, crappy website, or unexplainable fees and policies.
All that being said, most of us settle into a healthy banking relationship and get pretty comfortable. How many years have you been committed to your current bank and do you think you are in it for the long haul?