honestly, i dont think you should return it. i just got my pny 460 gtx today.
BIG REASONS WHY
-if you plan to keep the card for a long time, and which u might considering they are getting cheap and you have an option to sli them for later, you have LIFETIME WARRANTY WITH PNY. EVGA has it too but you have to buy the higher version (superclocked or whatever) to get the lifetime with them. MSI, and all the other ones are 2-3 years maximum
if you wanna switch to a different brand, forget about it. no point, just buy a brand new fan or cooling system for your card, and you can probably achieve what those other cards can do OC'd, as far as i know. if anything, sell the PNY get a 470 or higher. keep the pny
trust. im bout to mess around with mine! muahahahaa