Having to move servers sucks; I moved several sites from a provider over christmas because of prolonged and regular downtime. Thing was ftp to the server was down for about 10 days so I couldn't even get the data off the host to move the sites!
I now spread sites over different hosts; you never know when a good host will go bad (or have an unfortunate incident say hard drive failure and loss of data and loss of your sites!).
That said I know of many people who find a great host and stick with them, particularly where htey have dedicated machines - I';m just not at that scale yet.