I have always tried to not burn bridges when I leave one opportunity for another. I am not going to say that I have never burned them, but I go off the thought that you never know when you might need that bridge again.
This hit home recently as I had left a company after being there only 6 months. I had my reasons and at the time, those reasons were valid and even after a very inciting counter offer I moved forward with my decision to leave. The new opportunity was exactly what I had been looking for.
To make this short, things did not work out due to unforeseen circumstances at the new company and I was left looking for work. I called the company I left and after about 24 hours, I had my old position back at the same pay rate. So if you need a reason to now burn bridges, think of this next time you are thinking of doing it.