Unhappy with Agent

You always have the right to cancel an agency.  You might be asked to reimburse the company for its out-of-pocket expenses, like advertising.  Or you might not be.  If you then turned around, though, and sold the place promptly to someone who saw it while it was listed, you'd probably owe a commission.  See if that's covered in your listing contract.
Before you do anything, though, take your compaints to the managing broker in the office.  That's the person who supervises all the associated agents.  He or she will want to know what's wrong, and you should have a discussion before taking any action.