I'm not sure about their film program per se - but Columbia is a great school to have on you resume.
Also, It sounds like from your post that you don't know what Columbia's film program is like.... well...march down to the film departments office as soon as possible and have a chat with the dean!

Ask him questions about the film program as they'd be the best to answer.
If you like Columbia, I suggest taking what film classes they have - and then since alot of things get shot in NY, try to get work as an intern or as a PA on film shoots or production companies.
I'm a huge fan of on the job learning and interning is a great way to get it. (For those of you who say you don't need to go to school to get on the job training - at least when I went to college you couldn't get an internship at some places unless you were a student).
Interning and PAing will give you real on the job learning, Columbia will give you a great undergraduate degree, and if you still want to get more education afterwards you can always apply to graduate school.
But I also don't know much about Columbia's film program per se - but I do know that Columbia is a great school on it's own.
Also, It sounds like from your post that you don't know what Columbia's film program is like.... well...march down to the film departments office as soon as possible and have a chat with the dean!

Ask him questions about the film program as they'd be the best to answer.
If you really want to try and transfer and don't like Columbia go ahead and do it. But if you like Columbia - consider the first suggestion.
Hope this helps a little bit.