can I change my mind and kill all the Dark Brotherhood members?

Your question infers that you already have joined the DB, so, the answer is "no".

Well, you can still load an earlier save and kill Astrid, of course.

Have you already joined them? If so, your best bet would be to just ignore them. I can't say for sure, but I'd bet that Astrid becomes essential from the time you join until the end of the Death Incarnate quest.

Edit: Man I took a long time writing this.

*Implies.

But yes, she is right.

Best thing to do is start over. What you do is you have to still kill Grelod the Kind, than when you're kidnapped by Astrid, instead of killing the other people she kidnaps and tells you to kill; kill Astrid instead.

That will set you on the right path to kill off the Dark Brotherhood.

Well you could have a change of heart and walk away. Yes it will leave what ever point you got to open in your quest log but its up to you if that is annoying or not.