Since you are planing to start a new job, make sure that all your decisions make that the first priority (i.e. putting off your new "best" friends for a week or two more is not a wise decision). Other than that, it's your call how you want to balance the money vs. the good will.

About this time last year, I also walked away from a job of many years that had the prospect of long term security. Went to work for a startup. We also had the prospect of a bonus in front of us, but I decided to forego the amount (a couple hundred bucks was just not that enticing, especially since I could make that amount of money moonlighting if I had to). Anyhow, I gave them four weeks notice, which allowed me a significant amount of time to document the processes and code. Definitely didn't burn the bridge. Even got two weeks vacation overlapping. My former employer wanted me to do some moonlighting over the next few months to get them squared away with hipaa requirements. Easy money from my part, but I've decided to turn it down. Too much time working already, and the kids aren't getting any younger.

Anyhow, if it were me, I'd be concerned mostly with the new job. Get the old one out of the way, as it is now just a distraction.