Hi Sumera, 

Yes, western blotting would be a good way to visualise the relative expression levels of a protein or proteins between samples, although these are sometimes not easy, particularly if the antibodies you need to use are not well characterised, or your protein is not highly expressed then it can be difficult to detect a band on the membrane. Make sure you are prepared to spend a few weeks possibly optimising your western blot protocol and maybe try more than one primary antibody against your protein of interest. 

qRT-PCR is also a nice way for both knock-down studies and overexpression, if you compare your samples to a wild-type control. I think both these techniques should be used, because then you can see differences at both the mRNA level (spliced and unspliced levels if you design different pairs of primers) and the protein level. Therefore, it would be like a double validation of changes in expression. 

Good luck with your experiments!