In Catholicism, is it OK to join a church in a different neighborhood if I don't like the local one?

I’ve attended several Masses at my local Catholic Church, but am not feeling fulfilled, and sometimes, it almost feels like I’m not even welcome. There is another Catholic Church one town away that I’m thinking about trying to attend. I’m wondering if this would be wrong because then I wouldn’t be supporting my local Catholic Church. Is it OK to join a Catholic Church in a different town than where I live?