Yup. Give them an opportunity to make up the difference if you're more inclined to stay if the pay were right. If that doesnt work or if you'd rather leave anyway, give generous notice (I gave my last employer 4 weeks instead of the customary 2), and even offer to be available on a consultancy basis a few hours a week to help them through the transition. That'll also give you a bit of a further bonus in your pocketbook if they choose to do that.
Honestly, It seems to me that the things that are best done in a windowed environment (user management, policy management, etc) have been kept in a nice GUI, whereas the things that have been traditionally configured in text files or via the command line on *nix servers have been kept that way. Quit moaning about having to actually learn how to administer a server. I don't see how IT guys in a enterprise are really going to see this as a bad thing. If they already know how to administer a *nix box, they can administer a OSX box. I can see this affecting shops that are solely OSX Server environments, but those are the exception, not the rule.
Perhaps material possessions aren't worth risking your life, but protecting your family is. Besides, this seems backwards somehow. Someone that breaks into my home needs to assess whether it's worth risking their life and well-being in order to attempt to steal my possessions and put myself and my family at risk.
The secret of success is sincerity. Once you can fake that, you've got it made. -- Jean Giraudoux