I did my PhD in Civil Engineering and a 2 year postdoc in Austria (home country). I saw absolutely no future in academia, chances to get a permanent position were really slim and you could only go from one project to the other, which you had to hope to get funding for. Additionally, I was not happy with the group I was at.
So I decided to quit and found a new job at a small start up that is developing and providing consultancy for a CAE software. It was the best decision I ever made. I also did simulations during my academic life, but the pace has picked up significantly. I'm still at the forefront of research, but instead of pondering forever over minuscule details I'm now making stuff work. While the pay has not increased a lot, it's still better and I don't have to worry about getting funding, even though we do some research project, but if we don't get them it's not a huge issue. I have quite a diverse range of responsibilities including some managerial duties and I have grown and learned a lot in the past two years.
To sum up, it was great to leave and I wouldn't return unless I would be offered a professorship. I was extremely lucky with the company I work at and I think being in a small company allows to not just be another number in the system but actually contribute in many different ways. Obviously you need to have the right kind of people (incl. bosses) for that to be possible. Clearly, in a small company the human component is a crucial one.