The stick itself shouldn't be a problem at all to change. I haven't toyed around with trying to take apart my factory-built sticks yet because I'm pretty satisfied with them so far.
I DID disassemble my EX2 when I got it to take a look at the inside. If the stick itself doesn't unscrew to be removed, your options are very few. Most replacement stick assemblies take up a little more space inside the box than the typical Hori stick, so you may have trouble replacing the assembly itself.
Hori is considered the top of the line for widely available fighting sticks. They make a wide variety of models, though, from low-end (the EX2, available for about $50 usually) to really high-end (like the Real Arcade Pro 3 Premium, MSRPing at $300).
I don't know much about other commercial brands. I know MadCatz has a good reputation, but Hori is typically considered better.
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