Had to make a decision to move to the new company & stay in the same becoming-boring job or strike out again and search out the small internet startup / potentially rich-making / more exciting and hugely more risky gigs.
I chose the latter.
End up getting screwed on the IPO on both of them (one went private instead of public and screwed everyone but the founder), one reneged on the handshake deal I had with the president (since he left before the IPO happened - he'd been outsted by the founder). With my kids getting a bit older, I then went and hid out at a big company where the money was stable for 6 years to trade on benefits instead of income potential. However, I wouldn't trade the experience of working for those small, nimble outfits for anything because I've carried the "of course we can change that - what's to stop us?" attitude that you build up in that environment everywhere I've been since.
It's made me a better consultant, no doubt.
Someone above questioned where you are in life and that to me is a huge factor. Are you married? Do you have children? Are you the sole breadwinner in your family? What financial obligations are going to be there whether you are working or not (like a mortgage or retirement savings)?
The choice between a small company where you can make a difference every day and decisions are made in the president's office in an afternoon (but "the money" can vanish overnight) and a large company where it feels like you are trying to steer the Titanic (but the money will be there all day every day) is somewhat about what makes you tick. Are you an adreneline junky? Are you risk averse? How about the other people who are counting on you? (if there are any)