I originally came from Seraph and was auto merged to Bismark. I took a 10 year break and when I came back all my friends were gone.
I wanted to move to a populated server with the intention of having more pugs to play with and the stocked AH. After a short research, I was locked into Asura, where I've been the last 4 years.
I've made a lot of close friends and even invited them to come to my wedding. I've made a dramatic increase in my gearing progression and I'm glad I did it. I have learned a lot more regarding ffxi. Mind you, I'm a casual player and not a LEET player.
As with all things, a lot of good will come with a lot of bad. Just learn to ignore the bads.
One thing I can recommend, if you are going to a busier server and are planning to farm your ultimate weapon materials such as EMPY mat items, I recommend you do it in a slower server first before moving to a busier one.
PS. others have mentioned but clear out your AH and mailboxes before you decide on moving.
