You can certainly change flying schools midway through. Probably this will involve a small amount of repetition, as the new school / instructor will want to review where you are in your training and may well want to polish a few areas of perceived weakness; but this isn't necessary a bad thing, as you'll benefit from a 'second opinion', and perhaps a different approach.
You should track down and read Diane Ackerman's book,
On Extended Wings: An Adventure in Flight.
is it cheaper still in the US?
Sure. Other options that you should seriously consider are Australia, Canada and South Africa, all of which offer training that is at least as good as the USA (better, IMHO), without all the paranoid visa nonsense.
Make sure that you leave your current flying school the best of friends in case you leave with incomplete records.
Sensible advice!