I have just done this very thing. I was working with a company and was bored, bu busy, if you can understand the distinction. I guess my job there was no longer a challenge, with little possibility of promotion or advancement.
I applied for a job up the road with the opposition, but my employer got wind of it and increased my hourly rate to a very attractive level, but I was still bored. I lasted another six months before I was accepted for a position with a competitor paying half as much again as I was with my original employer.
I left a group of people I really enjoyed working with, and a company that had invested thousands of dollars in training me. Our family moved to another town, and I started my new job on thursday. My new position has enlightened me to just how bad the old one was. Because myself and one other of the workforce were bored wioth our jobs, it was a depressing, morose place to work at times. even the people passing through were depressing.
In my new position, I still can't get used to everyone being so happy. All the people in the office, and others that pass through the site, seem to be on weird happy drugs or maybe it's just the lack of conflict and good work ethic.
I guess what I'm saying, is that for me it was safe and comfortable where I was, but the grass was definitely greener on the other side. My previous employer was very supportive and understanding, even took me out to lunch and making a big fuss of me.