You could swap it out for an S6 but honestly the phones are identical other the curved screen and the Edge having a battery that is a tiny bit larger, though not big enough to make any sort of difference. You'd likely have the same issues with the S6, especially if you have already done 3 swaps. What do you battery usage stats look like? Determining what it hitting you hardest is a good step is seeing how well the issues could be mitigated.
If you're on T-Mobile and cell standby is your number one usage and you've followed all the tips located in some of the threads here then it would likely be a waiting game until 5.1 or 5.1.1 comes out and there isn't any guarantee that will 100% correct everything. At it's core Lollipop is facing bugs with battery drain and a memory leak issues (a memory leak that 5.1 does not even fix) and it turns into a waiting game but this is something all the 2015 flagships could face. It's been seen on the M9, the Nexus 6, will very likly happen on the G4, and 2014 phones with Lollipop pushed to them could see it. My M8 barely made it past 5 or 6 hours of light to moderate use before giving up after Lollipop. WiFi calling and VoLTE seems to exacerbate these cell standby issues for whatever reason, which means T-Mobile and Sprint are facing the brunt of that issue.
Android phone can also take a few days to a week before battery life settles down. I can't give you an explanation for why, but I and many other have seen that.
If Google Play services or Google services are some of your top battery drains you'll want to make sure you have the latest Google Play Services version. If you download the Google Wear application from the Play Store then it will trigger the Play Services update if you need it. The new Play Services version is not a cure all though, issues still exist.
The hardware of the S6 is sound, we've seen this with people not having issues with bugs or having less issues getting perfectly fine screentime, but the software behind it is holding it back. It's something Google must address and likely will in the months to come. Yes people will go on about how if there was a bigger battery it all be great, but that's a brute force hardware solution to a software problem. Your 3,000mA is still going to drain faster then it should if the software is dragging it down, you just might get an extra hour or so out of it. It also excuses Google for saddling OEM's with buggy software and that can't happen.
The core of it is: are you willing to wait until the Lollipop issues are corrected or is the S6 in it's current state flat our not acceptable? If it isn't, then look at another phone. There is no shame in that. If the S6 in it's current state is not working for you then by all means find a phone that does. It's your money, spend it wisely and on what serves you best. If you are OK with waiting for the software issues to get corrected then cool, many of us here are happy to help try and mitigate the issues people are seeing.
In the end do what works best for you. The battery life issues people are seeing are legitimate and real issues, ones that Google has no choice to address as more and more phones launch with Lollipop and the issues spread. On the other end the issue isn't as simple as 'S6 sucks/tiny battery!' that a lot of people like to just toss out. As you said, a phone this expensive should work out of the box. At the moment, for quite a few people, it does not. And that is a shame as the S6 is a hell of a phone.