re: What should I do? Job related

I agree with what everyone else said. I would also voice to your current company that you do have a desire to stay but the other opportunity is better (money, vacation, benefits, etc. Whatever made you think it was better). Mention something along the lines of if they can match whatever reason you were looking to leave, you would prefer to stay.

May get the perceived benefits of the new company without having to leave the current one.