Interestingly enough I've had to make a similar decision lately and my last day on the job is Monday. The difference with me is that the new job is with the same company, but I'm still not sure I'm going to like the new position and I'm relativly happy where I am now (though you may remember that that hasn't always been the case).

My new job (which I start on Tuesday) is going to be less of a coding job and I'll not be attached to a specific contract (meaning I'll be one of those corporate guys we always compained about taking such a large cut out of our paycheckes). If the job lives up to the hype (I'll be learning & evalulating new technologies, writing proposals for new work, and bailing out our contracts that are in trouble) then it should be fun. But it also might end up being a position where I write a bunch of useless Word documents and attend endless meetings. I can't help but feel that I'm crossing over to the "dark side."

Still, I felt in my position that I can only learn and do so much in one place, and that if there's an opportunity to learn and experience something else then I should take it. I do get a better compensation package and will get to make new contacts (my new immediate boss was hired away from his position as CTO of Lockheed Martin). Worst case I decide I don't like it and I can start looking for a new job, but at least I'll have a good paycheck coming in while I'm looking.

Not that this is necessairly good advice since I haven't seen the result of my taking the job yet, but I think I can understand a lot of your feelings and can at least tell you mine. Ultimately I decided that while I'm enjoying the work I'm doing, I won't want to be doing the same things on the same contract until I'm 50 and this is a chance to get out and do something new with minimal risk since the new job is already in hand.