Just making sure I haven't missed something, but is there any way to change my favoured class?
I don't think so, but if there is, it would make my day. One of my characters recently retrained out of his favored class and going forward will have no levels in his "favored class". Not to mention, one of his traits is Magical Knack: Magus, the class he trained out of.
If your character is human there's a feat, "Eclectic" that allows you to gain an additional favoured class.