If you make good decisions more often than your opponents, then you will make money over time. It is as simple as that really. The Site you play on will make a difference, because some sites have more good players than others.
pokerstars has a high number of good players I believe, which is one reason why I don't use it much, as well as there being no rake back, it makes no sense to use it. Plus I don't like the software one bit. That is all personnal choice though.
One thing that no one has mentioned though, is
psycologically. If in your mind you believe a certain site is shafting you, then it can make sense to move, just because you will never make your best decisions while you have this in your mind. Some times a change does you good, just remember to keep trying to improve, and to make the best decision you can every time.