World Server
There is one free way to change. Delete all your characters and you will get an option to switch servers.
Transferring servers
http://wiki.guildwars2.com/wiki/Server
“The transfer fee is only charged if you have characters on your account; in other words, if your account has no characters or you delete all existing characters first, you will be prompted to select a new home world after creating a new character, free of charge.
To transfer to a different world, go to the character selection screen (using F12 or when you first logon) and select the desired world; you will be logged out while the game makes these changes, which might take 5-30 minutes. You can transfer once every seven days at a cost determined by the destination server population and whether or not you have characters".
Be sure and remove all non soulbound items, including empty inventory bags, and place them in your bank. Soulbound items can either be vendered, salvaged, or just left on the character. Any of the character names will be reserved to your account for 24 hours.
Choose carefully when selecting another server. You can only transfer once every 7 days. You may want to guest on a server first to see if it fits you well.
Rather than paying for gems in cash, which would require buying too many, you could also buy them with gold. 500gems would cost 32g65s, which certainly isn’t cheap, but might be more palatable than deleting all of your characters or paying £8 when you only need £6.25 for what you want.
Thanks guys.
I ended up doing as Astral Projections said, in a fashion.
I deleted my character and thought that the world selection screen would show up as before. I didn’t realise you had to press the world selection button! I ended up making a new character on the same server, playing for about 3 hours, deleting that character, switching servers and making a new character again.
It’s a shame I had to delete my mesmer!