It wasn't for me! Last time this situation happened I told them to keep their money,they happily kept it. No regrets on my part.

@Bill Branstetter To me it’s not because it’s possible the new job won’t come through and you’ll be unemployed. Plus companies don’t generally give two weeks notice when they lay people off. I’ve never given a two weeks notice and I haven’t had any adverse effects on any future employment. At the end of the day it’s business, and I need to do what’s best for me.

This is how I found each of my jobs. I’ve never gotten a job through the traditional application/interview process.