For what it's worth, I very recently left FZ (after being there for +7 years), with nothing either planned or lined-up, aside from getting out of the sandpit. I was barely ½ way through my 3 month notice period when the word got out that I was soon to be available, my phone rang and, hey presto, I find I'm in another job and they want me to start yesterday (whereas I wanted a few months off... what to do?!).
All in all, leaving the sandpit has definitely been one of my better decisions!
Your mileage may vary.