It's possible to change many settings for an existing subscription, but not the shipping method. If you no longer love the shipping service you first selected, cancel your current subscription, then start a new one with the preferred shipping option.
To start a new subscription, go to the product page for the item(s) you would like to include in the subscription, choose Subscribe & Save, select the frequency, and then check out as you normally would. Be sure to choose the new shipping method you prefer during checkout.