I think it depends on where they go.
Take say, Pienaar, or Barmby. Why they both left I have no idea, because they were never going to play every week. After he left here you hardly heard of Barmby until he showed up for Hull in the premiership, whereas Pienaar found himself back here 12 months later.
But when you look at the likes of Rooney, Lescott, Materazzi and Keown, they've gone to play with some of the best players in the world on some of the greatest teams around and they've been part of said success. And they were all big money too.