When I tithe, shouldn't I have a say in where it goes?

When I tithe, shouldn't I have a say in where it goes?
That question tells me right away that you consider the money that you are giving to the church to be yours in the first place. That is faulty thinking. Everything you have belongs to God and He is entrusting it all to you and expecting you to use it wisely and generously. When He called you to give a portion of your income to support the church, He did so for your benefit as much as for the benefit of the church. When you are allowed to aid God in the work He is doing, the blessing received is far greater than a percentage of your income. Also, God knows that if you hold your money too tightly, it will control you.
Another issue suggested obvious by the question is that there may be a lack of trust in the leadership of your church. If the leaders of your church are not faithful with the resources they have been given, then you should find a different church. However, if it is your need to control the details of the organization and not their untrustworthiness that leads you to this dilemma, then you need to pray that God will work in your heart to remove the pride and controlling ways that you may have.
It is wonderful that you give faithfully to your church. Look at it as giving to the Lord and trust Him to put your offerings to His good use.
"But this I say, He which soweth sparingly shall reap also sparingly: and he which soweth boutifully shall reap also bountifully. Every man according as he purposeth in his heart, so let him give; not grudgingly, or of necessity: for God loveth a cheerful giver" ( 2 Cor. 9:6,7).