I'll answer these questions starting with the last one.
No, you should not simply discontinue the drugs, or change any aspect of your treatment, without seeking proper medical advice.
I am not a doctor, but I can explain some aspects of gout treatment.
Your first question - other choice of drugs - is interesting, and the answer is a resounding “yes”.
The 2 drugs you are taking have different purposes.
Colchicine is taken to stop pain. There are many alternatives, as I describe on my gout pain relief page. If your allopurinol treatment is managed properly, you will reach a point where you do not need pain relief for gout. In the meantime, some doctors advice pain relief as you need it. Others prefer pain relief “just in case”, until the allopurinol has done it's job.
With allopurinol, the first step is to ensure that the dose is right. This can only be done by regular uric acid testing, combined with, where appropriate, review of tophi to see if they are shrinking. If allopurinol is not working properly, or you cannot tolerate it, there are alternatives, with new ones becoming available. Probenecid and Febuxostat are possibilities. Benzbromarone has been shown to be very effective, but is not available in the USA.