Transferring to Gilgamesh from Zalera was one of the best decisions of my FF14 gaming life. Even though I ended losing a few million gil, it was worth it.

In just a few days of transferring I was able to join a T5 learning party and cleared it after 3 wipes and did an FC-only 24 man ST run which took about ~30min to gather folks.

So yes, move to a different server if you're not satisfied.

Although before transfering i suggest making an alt (if you're lucky) on the server of your choice just to see the MB, PF and the culture of that server