OK, this is how retail electricity works, peeps.
There are three parts to your service; Generation, Transimssion, and Distribution. A retail supplier is bidding on the Generation and Transmission component of your bill (Here in AEP territory, at least). The Distribution will ALWAYS be charged by AEP, as they own the lines to your home.
On your AEP bill, there will be a little note that says something like "An alternative supplier would have to offer you a rate better than 8.7 cents per kWh to make it worth your while to switch". If anyone is offering a better rate, I would take it. In fact, I did. I am personally with FES, and to my knowledge (which is extensive in this area) that is the best offer for us folks in central Ohio. (Other offers include Border Energy and AEP Retail)
If you bill does not have the little blurb telling you what you are paying, here is how to figure it out. Pull out your bill and a calculator. Add the amount charged for your Generation service to the amount paid for your transmission service. Now find the usage for the past month. It will be in that little grid they show you right below the cost breakdown. It will say something like "Metered usage 1,200 KWH". Divide the previous number by that number. You will get a number that reads like this; "0.08965..." Read that as "Eight point nine cents per kWh".
In the end, there isn't any reason to stay with you utility. They are guaranteed a certain rate of return by the government. Unless you want YOUR rates to help fund that, you should be looking to switch. If you are sick of AEP, stop giving them your money.