Choosing another agency only works if you have them create the account. That is not a good option because then they own it and they pretty much always abuse that ownership by telling the client the account spent more than it did.

For example they normally say they spent $10K when really they only spent $7K so they charge the client $10K plus fees and make an absurd amount of money.

Also the client cannot take their account to another agency if they want to fire the existing agency.

This is a big problem because the entire field is based on looking at historical performance of the account and making adjustments based on that data.