definitely not! we have people transfer in and out of SGU all the time. i'd talk it over with someone from each school to see where you'd be financially, if you could transition in seamlessly or if you'd have to add on some extra time, etc. i must say though, our weather is "nice" all year round, but that doesn't mean we spend much time enjoying it
Not crazy at all. As long as you can do it without too much trouble, do it. If you don't want to be somewhere or are having a hard time adjusting, and you think you'd enjoy or succeed more somewhere else, do it!