If I typo my username when ssh-ing, is there a way to go back and change it?

You can right click on the title bar of putty and select "Duplicate Session". This opens up a new window with the same settings, letting you re-enter a username and password. This works assuming that you did not specify a user name in the putty host name configuration (using just the hostname instead of user@hostname). This might not be exactly what your looking for but it's better than re-opening and setting up putty from scratch.

My current keyboard-only method for this, using Putty Connection Manager:

Ctrl+U:         Duplicate session
Ctrl+Shift+Tab: Back to tab with incorrect username
Ctrl+D:         Close tab with incorrect username
Ctrl+Tab:       Back to new tab, re-enter username

The Simple way would be to enter Ctrl+C which would close the session. Then right click and restart the session.

The advantage on this would be that you don't need to open a duplicate session / window.