The most common reason people change jobs is for better pay. Money is a strong motivator, particularly since it's the main reason most of us work at our current jobs rather than something we'd rather do that doesn't pay the bills. Salary can't be the only motivating factor when considering a job change, but it must be given a great amount of weight in the decision.
When you are offered a higher paying job, take into account all of the other factors that can make more money not really worth the change. Is the increase significant? Unless you are miserable in your current position, changing jobs for a dollar an hour just doesn't make sense. Will you be traveling more or spending more time at the office in the new position? That could easily offset the increase. Better benefits, especially better insurance coverage, can be another important consideration.
Escaping a dead-end situation is another good reason for a job change, even in a weak economy. If you have advanced as far as you possibly can within your company and have only 2% annual raises to look forward to for the rest of your career, it's time to seek greener pastures. You may also be in an adversarial situation with your boss or other management personnel; if there's no way to rectify the relationship it may be best for all involved if you take your skills elsewhere.
More free time or more time with family can be a good reason to change jobs. Many of us have long commutes (mine is 50 miles one-way), but if you have a commute of more than an hour each way, the amount of time you will save by finding a job closer to home may be worth it. It could mean more time for kids' soccer games, church, or just watching Monday Night Football. Eliminating the cost of a long commute can be a positive factor as well.
The best reason for quitting your current job (short of winning the lottery) is the rare opportunity to get paid to do something you would do for free. Actually working at something we love is a privilege few of us ever get, and such an opportunity should be seized without hesitation, even if the money and benefits are the same (or even less). The perfect job, or calling if you prefer, will be different for each person and range from being a full-time missionary to owning your own coffee shop and everything in between. The important thing is that when that opportunity knocks, be sure to answer the door.