I'm in a very similar situation, OP. I ended up coming to what I thought was my 'dream' school - great faculty, nice location, generous stipend. But it has become apparent in the past three months that the construct of the program itself paves the way for a miserable way of life. There is no way I can spend the next three years of my life here. I still very much want to get an MFA, but am wondering how to go about seeking a better route without coming off like a complete jackass.
So, yeah, any insight as to how to best go about transferring schools would be great.