Having worked in consulting and subsequently for a major law firm, even worse I know, I never had any regrets leaving the service industry. I was lucky enough to land a job in industry which paid the same as my previous job. I must admit I do miss the fun of working on different project and with different clients and, I never thought I would say this, but I do miss flying out on Mondays to clients', but what I have now is way way better-normal working hours, plenty of time to see my friends and family, no clients to bug me over every little detail, no obnoxious partners and no over blown panicking and pressure over something that was done thousands of times before in exactly the same way. I guess, one has go to go through the service industry to start really appreciating things that really matter.