Hm...I'd miss advanced technology, the Internet, the familiar feeling of Earth, and perhaps my old friends as well.
But I'd be a jerkass to leave new friends and new places behind forever, as well.
...Bah, if I were given an opportunity to leave, I'd stay in Equestria until there was a method to freely allow travel back and forth between worlds. A portal device, if you will. If that happened, then it would only be a matter of carting my familiar gadgets over into Equestria, and looking into reverse-engineering the stuff to use magic instead of electricity.
Yes...magitechnology and technomancy. What fun that would be!