Well you need to look at all of your options.
You aren't enjoying the course you are on. Is it really because of the way it is taught or because of the content of the course? It is not unnormal for someone to come here and be 100% sure they want to be on a course only to change their mind after a couple of months and move onto something completely different by 2nd year. Myself, I did Comp Sci in first year, before doing Maths.
I don't think you'll find that the teaching style varies too much no matter where you go. I have no experience of what they are doing over in Art History but in Maths it was a case of pay attention and copy from the blackboard and then spend time on your own learning it.
I can understand if you feel you are learning nothing. It can be very easy to sit and listen to someone talking and not write down the facts you need to be writing down. Lectures can quite easily pass you by. I generally find that comes with courses which gives handouts of notes and then use slideshow presentations or overheads to quickly go through lectures without asking students to write everything down. If the topic is of great interest to you then that method of teaching works but if it isn't or the lecturer is dull then you may find you aren't paying attention at all.
Stay or go? That's down to you. But consider that the grass isn't necessarily going to be greener elsewhere.
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