You go to "account" and then "leave club", then pick a new one.....or so the help says. When I tried it, I only had the option of creating a new club or getting an old club - not pick the one I wanted.
I wouldn't recommend it though. If you decide to go to an english club, wait until you get your stadium to level 3 and you will be able to choose 3 of you best players to take with you (this also may be the point that you can pick your own botteam owned club (maybe the "help section is just a bit badly worded on this).
It probably makes a great deal of sense to start off in a smaller league structure. If there are a lot of SL players in the English league by the time I have upgraded a lot I might move over there for the competition.