Go credit union today. It's the only way to screw the big banks even just a little.
I wouldn't go credit union here where I live. They've got a practice of not returning cancelled checks along with the account statement every month. They just send you the account statement, and that's it. The bank however is more thorough, they send me the bank statement and the cancelled checks to back up the record. Then again, I'm not having to deal with a bank on the other side of the country. The bank I deal with is locally owned and operated.