I might feel bad for a second, but I quickly get over it. Honestly, you have to look out for your best interest, just like the company looks out for its best interest. If your old company was struggling financially and had to eliminate your position, they probably would have laid you off. Would your boss feel bad about it? Maybe, but hey, it happens.
When all you're doing is looking out for your best interest, there is no reason to feel bad.