Changing religion may have legal implications in the country you live. But, those may be considered temporary, also because life itself is temporary. Your future in the hereafter, is eternal. Religions have different answers to life after death. It's wise to consider that, also related to those you might want to share it with. And, study the religion you take in interest in. As I said before, it isn't impossible to keep your rights to goodness in the hereafter, when leaving Islam. But, there's no guarantee -- nor is there a guarantee you will be reunited with those you love. Supplication for your deceased loved ones, however, will increase their (and your) chances to paradise and a reunion with those you loved.
Second aspect you may need to ask yourself, before changing religion, is this:
Was my religious conviction, so far, untruthful?
If it's untruthful, it says a lot about my whole environment: Family, upbringing, education, and religious or other scriptures and literature I may have read. Latter aspect, study of scriptures, should be done or rehearsed, before making a change as drastic as religion. Denying an aspect of your past, ie your religious outlook so far, may be denying certain parts of yourself and those immediately around you. It's not something to think lightly of.
And, there is a third aspect. In drastic, unusual situations, in times of persecution and war violence only, it is allowed to killed those who left our faith, says Qur'an. Hadiths confirm killing of apostates. It's possible to give these texts a sincerely positive twist:
It is always, always possible to return to faith, because your membership is forever, even if you have been elsewhere.
Just like the lost son, mentioned in the Old Testament. It is always allowed to forgive and re-embrace. Unless you committed atrocities and didn't intend to stop them.
Applicable Qur'anic verses:
2:62, 3:85, 5:69, 2:256, 4:451, 9:113, 13:23, 32:17, 43:70&71, 50:61, 52:21; 60:1-10.
Hadiths of Sahih Bukhari:
Book 2, Belief; Book 88, Apostates.
Sources & Further Reading:
Islam Question & Answer