I speak regularly with grad students & academics looking to make the jump to industry. If you're curious, I am always happy to share my experiences!
I found the transition to industry challenging but extremely rewarding. Compared with my career options in academia, industry has made it far easier to live near family, sustain a dual-career household, have financial security, get funding for research, and do collaborative work with decision makers.
Contrary to popular myths, I have roughly the same freedom to choose my own projects and explore conceptual issues. I also believe I am becoming a more effective scientist by learning to influence decisions inside business organizations.