I'm not sure you will be able to get any internet problems you have sorted out at the Vodaphone shop if you go with them. I suspect they are there to sell mobile phones and dongles - check if that is an important factor for you.
As for changing, it's relatively easy. Use a comparison site to find out who has the best deal for you, then go to that company's website to make sure they can provide you with what you need.
http://www.uswitch.com/broadband/
You will need to know:
the speed you will get
any data limits they have
how to contact customer service if you need to ie - do they charge for phone call
the overall price of the service