I want to leave my current job immediately and change my working visa

I wanted to know if anyone knew how easy/difficult it is to change your z type over to a L type within China or outside of it (I'm going back to America in a month, and if it's easier there, I'll just do that). I'm not really satisfied with my current situation, and I was thinking about making an immediate change. If I take the steps first, can I cancel mine without doing damage to my record as I want to find new employment in a different province from the one where I live?