I've found it take at least 3 characters for me to get the "right" character for a game.
The first character is often creative and interesting, but ineffectual.
The second character is often highly effectual, but boring.
The third character is typically creative and effective.
Sometimes it takes more characters, but yes I understand the feeling of often wanting to switch out. It's usually a result of a poorly created character...somewhere, either its not creative, it's not effective, it's not interesting or it is those things but in practice doesn't hold up to the concept on paper. Or maybe it just isn't striking your fancy today.
I usually find my worst characters result from trying to fill a niche and thus, having something useful but totally uninteresting, or having total freedom to go crazy.
One solution I've found is journaling. After the session, do a little write up on how your character feels about what happened, and how they intend to go forward. It can be great for developing the character further and also for coming prepared knowing what you what to do next session. When your character feels like they have a goal that is important to them, even in the short term of "next session" it can really help with investment and sticking to a character, since you now want to see if that character will achieve their goals!