Yes you can. I originally applied to University College but was offered a place at Cuths. Although Cuths is a great college, I knew very little about it as I had looked around University College (Castle) and really felt that it was the place for me. Anyways I contacted the college office by phone, and wrote a letter to the senior tutor explaining how keen I was to be at Castle and what I had to contribute, and I was given a place. So basically, ask and you (may) receive.
*EDIT*
This is now very outdated, they no longer let you change college based on preference.
**EDIT**
This is now even more outdated as college allocations are now automated and done on a lottery basis.