No, you don't want to switch the neutral.
If those light bulb sockets are a fixed installation in your house (such as a ceiling light as opposed to a table lamp), then that's not good and quite likely not to code. We can't know for sure because you haven't said where this is nor filled in your profile (remember, your profile is a courtesey for us, not really for you). The wiring in your house not being to code is not only potentially unsafe, but can open you up to various liability issues, especially if you ever sell or rent out your house.
The hot wire is the one with significant potential on it with respect to ground. Many things are tied to ground, so you can be easily connected to ground depending on what you're touching, like a radiator, water faucet, sink, computer chassis, and other things you might not realize are grounded. The hot wire is therefore dangerous.
The neutral wire is connected to ground at the breaker box, which is connected to physical ground nearby. If you switch the hot line and leave the neutral, then the whole device will be at neutral potential. That's OK. If you switch the neutral, then the whole device will be at hot potential. In theory that's OK since all of that is supposed to be insulated. However, stuff happens, and by switching neutral instead of hot you have removed one layer of safety. That is not a good idea.