Hi again, Luis. Figured I’d add a bit to my last post.
If I were you, as a relative beginner, I wouldn’t rush out just yet and buy a high-end whistle, even if you conclude that the problem lies with the Feadog. There are wonderful high-end whistles out there, and they are beautiful instruments, but I really think that a person should have a good idea of the kind of sound they like from a whistle before they invest in an expensive one (remember, a lot of very good, professional, whistle players never play anything but “cheapies.” There are very good instruments in the low- to mid-price-range…that’s one of the things that’s particularly nice about this instrument). Many of us here do own high-end instruments, and we love them dearly, but in most cases we made those purchases after we’d played for a while and had a really good idea of what, to our mind, constitutes “the ideal whistle.”
By “high-end,” I mean a whistle that costs more than about $35. Most high-end whistles are hand-made and individually voiced, and they can range in price from around $70 to around $300, depending on the maker and the materials.
Definitely check the moisture aspect first, because it’s a problem common to all whistles (all fipple flutes, really…recorders clog too), no matter how much you pay for them or who made them.
If, despite clearing the moisture, you find you still have problems with your Feadog, you have several options. If you like to tinker, you certainly can try to tweak it…there are some instructions on the main C&F website. Lots of people do that, and end up with lovely whistles (though you also, of course, run the risk of ruining it entirely, especially while you’re learning).
If, like me, you don’t really enjoy tinkering, you have the option of buying an already tweaked whistle. I know of two that are commercially available: The already-mentioned tweaked Clarke (available from The Whistle Shop) and the Cillian O Briain “improved” Feadog (available from Shanna Quay, in Ireland). If you decide to go this route, I highly recommend you first find a standard Clarke original and play it a bit to find if you like the basic sound. Many love them, but they do sound very different from the Feadog/Generation/Oak/Etc. cylindrical-bore, plastic-topped genre. If you prefer the overall sound of the Feadog type, go with the O Briain “improved.” If you prefer the Clarke, go with the tweaked Clarke. I haven’t priced the tweaked Clarke, but the O Briain “improved” will cost you about $35 plus shipping (not prohibitive, even coming from Ireland).
The other option, of course, is to continue to search for the perfect stock whistle…and there are really good ones out there, though you may find yourself acquiring quite a few (whistles are addictive, if you haven’t already discovered this!). Many recommend the Dixon as a good beginner’s whistle…I haven’t played one, but I like what I hear about them. There are good Generations out there too, though quality control appears to be a problem (heck, there are good stock Feadogs out there too…I still have an older one that I love). Oaks get very good press here too. If you don’t mind becoming a collector, this can also be a good route to try.
One more option, of course, is to try to find a whistle teacher in your area. Someone like that could help you determine if the problems you’re experiencing are a factor of the whistle or how you’re playing it, and give you good advice as to how to deal with them. It’s not always an option, of course, but one to consider, if you can find a good whistle teacher in your area, and if money for lessons isn’t a problem.
Most important, to my mind, is to continue to hang out here and listen to what others have to say about their experiences with this fun and occasionally fickle instrument. You will learn a lot about how to get the best out of the whistles you already have, and you will undoubtedly learn about others that you will find yourself desperate to acquire 
Redwolf