I never move up the first chance I get.

My philosophy is. Don't play until you have 30 buy-ins. You can keep playing until you hit 25 buy-ins. Then drop down until you build it back up to 30 buy ins. My room mate has at any given time 5 buy ins for his level and constantly just says "damn internet poker!" whenever he loses it, and he's a better player than me. But his BR skills are horrid to say the best.

Even live he'll have a bankroll of $200 bucks and he'll play $400NL and get pissed because his AAs got sucked out on.