I've thought about this before as well. It somewhat depends on your current reputation, and on the general attitude of your co-residents.
On the upside, you will feel comfortable right away, and you may have some built-in referrals due to you being well-known at the institution. You won't have to develop relationships with your residents because you already know them.
However, there are many downsides. You may not garner the appropriate amount of respect from your residents, and they may rank your requests/cases/consults last on their to-do list behind the more established attendings. The ones with attitude problems may be defiant to taking orders from you. Nurses/scrubs/janitors may have the same problem.
But it's not just your co-residents that may have a problems seeing you as an attending....it may be your new partners as well. It's not uncommon to treat a new attending as a "super fellow," etc, and you may end up getting treated like you're below them, even though you're now sitting at the same table.
I think it's generally easier to assert your authority in a new environment. However, if you have a sweet deal at your home program, you should definitely consider it. Eventually, you'll no longer be the junior-most staff, and respect will come as long as you earn it.