I'd nearly agree with skyhigh on that one, as being on the market after the company closes their doors will make it that much more difficult to find other work. On the contrary, i wouldn't go jumping from regional to regional in search of some magical quality of life (unless you talk to skywest guys, or the express jet bunch, it doesn't exist).
If a regional airline job is your ultimate goal, and your choice "life" regional is hiring, alright, it'd be understandable. But if you're using this job as a "stepping stone" like 90% of the individuals on here, then all you'd be doing is putting yourself back to the bottom of the list again and starting over. Sacrifice now, reward later.