See this article from the Science Careers (hat tip: ZapperZ)
Update: on the broader issue of leaving academia see also here, here, here, and here. There also is a fair number of blogs and web sites addressing this issue, for instance:
- Alternative Scientist
- Leaving Academia
- Beyond Academe (primarily for historians leaving the academia)
- Beyond the Ivory Tower and Moving to a Nonacademic Career series at The Chronicle of Higher Education
Stumble!
Researcher's Blog 
That is a nice article. I think it is better to be in the industry for such research oriented work as you get to do something practical and see your results applied on a commercial scale. Instead of just dreaming big without understanding the commercial/practical aspects of the research that is being done like they do in the academia. But the latter is good if you want to do path breaking/ ground breaking research which might include several years and a lot of effort. That kind of projects may not get sanctioned in the industry.
Destination Infinity
[…] Academia or Industry? (last update: June 6, 2009) […]