Actually, you can change the locks on your property. The landlord or agent has no legal right to enter the property anyway while you are a tenant without your permission and so has no need for a key. You would though have to replace the locks with the originals before you leave without any damage to the doors etc.
This could backfire however if there was an emergency and the landlord was called and couldnt gain access (such as for a gas or water leak etc). You would then probably be liable for the cost of breaking in and the repairs afterwards.
Notice should be given in writing, otherwise how can you prove youve given notice?