Depends on a lot of things, I certainly wouldn't switch jobs just because it's more money. The A's traded McGwire away to make Giambi the man, gave him everything he could have wanted, and made him a very reasonable offer when FA came up. He bolted to NY because no other team could even dream of matching NY's offer.
I also have an affinity for small-market teams, and players who stick around with them and aren't lured by Steinbrenner. I would understand if Giambi left because the A's lowballed him, or weren't committed to putting a good team on the field or something of that nature, but they didn't. The A's got better each consecutive year after the McGwire trade, attendance increased over 1 million during that time, the A's young pitching staff was getter better and better, and he bolted.