Over the past 15+ years I've worked for a lot of different companies, 8 including the company I joined in January. I don't look at myself as a job hopper - I think that's just the nature of the tech marketplace in today's economy. With one exception, those jumps have been voluntary, and over time I've developed a list of things to always do before I even give notice. Below are the highlights of that list.
Clean your computer Y'know that collection of 200 albums you got from BitTorrent and now you listen to at work? Burn it to CD/DVD and delete it from the hard drive. The same goes for those pictures you took last year in Washington DC, chat logs that you've saved, and those blue-humor jokes your friends sent you.
Archive your contacts
I have hundreds of business contacts in my PDA from people I've worked with over the years. Sometimes that list comes in real handy. I have that list because I always make sure I download my list of contacts from Outlook (or whatever mail app your company uses) before I leave. I also make sure I have cell phone numbers & personal email addresses from people I want to keep in touch with afterwards.
Backup your work Burn a CD or two of what you've done at your company. I'm not advocating stealing company secrets, but most engineers will have collected a lot of stuff on their hard drive over time: PDF files of interesting papers & "how-to's"; PDF technical manuals; install files for useful utilities. Also, I see nothing wrong with copying LabVIEW subVIs (or portions of them) that you spent a lot of time figuring out how to make work. This represents your experience, and whether you copy it from work or just recreate it on your own at home, that knowledge is yours. I use subVIs at work that I originally wrote 2, 4 and even 10 years ago somewhere else.
The flip side to this is you shouldn't take someone else's work as your own, nor should you take entire projects and use that at a competitor. That's stealing, no matter how you rationalize it.
Transition your work
This is maybe the most important one. Some people may look at it as a "don't burn bridges" policy, but I also think of it as "don't screw your friends." Until the company hires someone to replace you, your previous coworkers will have to take up the slack. So make a list of your current projects and their status, list potential people who could take them over, and list things you do on a regular basis (i.e. - preventive maintenance on equipment, software backups, etc.)
I had a conversation the other day with someone about this post, and he pointed out a couple of things that could get people into trouble. So let me clarify.
Archive your contacts. This is a tricky subject. I've read online about senior sales guys who have been sued for bringing contacts with them that they made while being paid for doing that. Even worse, some of the business contacts you've made while on company time could legally be considered that company's property. So, tread carefully here. I am certainly not a lawyer, and the best advice I could give would be to do the ethical thing: If you consider the person a friend, it's reasonable to keep in touch with that person after you leave the company. If you only relate with that person on a business level, take care.
Backing up you work. Do NOT take stuff that could be considered company property. What I was referring to were - for example - PDF files of papers you found online, installation files of shareware programs you've downloaded, or sample code you found on a discussion board. BUT, if you take anything that was written by the company, or someone in the company, or paid for by the company, taking it might get you sued. Basically, if you couldn't have gotten it on your own time at home, don't touch it. If you're an engineer, some of that stuff you probably downloaded at home the night before & brought to work anyway.