Can you return a prescription to exchange for a different brand?

No. Once you take the script away from the pharmacy counter, you can not take it back, return it, or exchange it. In fact, in order to get a different generic or brand name for the same med, a doctor will have to write you another script.

You might be able to return it if you take it back on the same day you picked it up. You can have the pharmacy put in your chart that you would like a specific generic each time, but if it’s not the one that they carry, then they will have to order it for you.

Hi, Kerrie! No, I'm sorry, once a prescription leaves the pharmacy it cannot be returned. The reason is to assure that the product hasn't been tampered with and, in this case, because it's a controlled substance.
I take methylphenidate too and get different generics all the time and I've never noticed any difference.