I understand. It's not a perfect phone. Mine has its good days, and its less-than-good days, largely in terms of battery life.
If yours won't even boot without the SD card, then something has apparently gone horribly wrong. If you're going to return it anyhow, it may be worth trying a reset JUST to observe what happens. You're going to end up moving data around if going to a different device anyhow. And if it's still all messed up, then you can "sleep better" knowing the device was bad, and you can also tell tech support (or whoever) when they ask if you've done that.
Unfortunately, there are no perfect devices, and I know the G4's flaws better, because I own one and have spent a lot of time reading about it. Whatever alternative I'd consider (S6, upcoming Nexus, whatever) won't be perfect either, and will have its own set of drawbacks.
I'm not saying that this excuses the G4, or that another phone might not be better "overall". But it's an unfortunate reality that we have to decide what's important to us, and select a phone based on those criteria, and whether we can live with the issues that device may have :-\
If you're within your return period, and you think the G4 isn't the right pick for you, take it back. Don't get stuck with something you don't like for 2 years, or whatever! I decided to keep mine, and I'm hoping that future software developments will improve how it behaves. But there are times I miss the predictability of my old S3. Good luck!