i made a similar move when i switched from vzw to cingular. i'm glad i did. it cost me a bit... but i don't regret it. you could offset some of the costs by selling your sprint phone(s) on ebay.. that helped me out a bit. gsm service is very nice, especially when you are using data capable phones because even if you're in an area that is covered by a cingular partner (ie extended area) you don't loose capabilities (ie i couldn't do picture messaging or web browsing in extended network areas).
phish fan i presume? ;)