I changed jobs not so long ago. I decided to do so for three reasons:
The productt of the company I used to work for is a very specialized decision support system. Deploying it at a client in the US would have resulted in a substantial efficiency improvement that translates into a loss of jobs. The people affected by this are not too likely to find other employment easily in the current economic climate.
The project that the company was about to embark on, as well as the existing project tended to rely more and more on existing technology. A challenge I appreciate is developing new approaches, so I was likely to get less job satisfaction.
I got a job offer at a university to do researrch, well, need I say more ;-)
Note that I've had a nice time working for my former employer.
I'm posting this anonymously to protect the identity of my former employer who is aware of my motives, but still ;-)
Just my 2 anonymous cents...