I switched to using Credit Unions years ago, and its made a huge difference in my frustration level with baking institutions. I have used CUs in WNY, Long Island, SF and now Florida. I find them to be very friendly and helpful. The tellers know my name, even though I rarely have to go inside.
The downside of CUs (for me, at least) used to be the dearth of ATM's that I could use for no charge. That has changed quite a bit over the past few years. Now there are plenty of no-charge ATM's I can use all over the country.
Of course you should be as careful when picking a CU as you would be in selecting a bank. Do some research, compare their services, fees, hours, etc. Talk to some friends and see if they are happy with who they use, etc.