You should definitely definitely change if you are not completely comfortable with your OB. When you show up in labor, is this the person you want delivering your baby? If not, switch. 20 weeks is a fine time to switch.
If your pregnancy isn't "high risk" I really like the midwives group at NMPG if you want a delivery at Northwestern. My favorite there is Ariel Darrenger. A Midwife will spend a lot more time with you than an OB will, and will be there through most (all?) of your labor, unlike an OB who will show up just in time to catch the baby.
All you need to do to switch is get a copy of your prenatal charts and bring them to your first appointment with your new care provider. I actually established care with 2 groups for my current pregnancy in case my current group of midwives (Gayle Reidmann at West Suburban - who I *love*, btw) weren't able to find a backup for my upcoming VBAC (I think they have this figured out now - yay!) It was as easy as contacting my family doctor, scheduling an appointment, and bringing in my records.
FYI, some groups won't accept new patients after 28 weeks, so you might want to call first, and do it sooner rather than later. That said, I know people who have switched as late as 36 weeks!