If you're still keeping some of your Kindles, then you're not jumping ship so much as testing the waters.
IMO it's always a good idea to try different brands; this gives you a clearer picture of what's available and what your true preferences are - you might not know the latter until you've tried something different.
Personally, I also was a Kindle-only user for 8 years; then I bought a Nook and a Kobo. I was not very impressed by either right away and continued using my Oasis alternately with the other devices; but after a couple of years I was entirely won over by Kobo. Nook, regrettably, proved not to be my cup of tea.
Now I feel no desire at all to go back to Kindle.
As to the pros and cons:
A Kobo reader is far more customizable than a Kindle; in addition to the stock options there are patches and custom applications (like KOReader). No need to jailbreak or root, a Kobo can be modded right out of the box.
Kobo also is one of the best devices for working with Calibre. You can create collections and edit metadata on your Kobo automatically with Calibre - meaning, once you've set everything up correctly, you need only to edit your collections and metadata in Calibre and when you connect your Kobo via USB, everything gets updated on the device without any need to resend the books. You can transfer your reading progress back and forth between Kobo and Calibre - a good option to have, if you need to factory reset your device for some reason.
There is no sync option for sideloaded books between different Kobo devices and apps, like Send to Kindle - that's the only major disadvantage that comes to mind. There are a few options to get your non-Kobo books to your Kobo wirelessly, but you cannot sync your reading progress.