We made the move and haven't looked back - but there are differences. D4M is not as mature just yet (reporting, for example) and it's Contact-centric with a focus on Account Based Marketing. Migrating lead capture forms was straightforward (except for limitations on embedding jscript - but our team was able to work around one form whose response process included a custom workflow in CRM that was not yet compatible within D4M) . The D4M html code editor is better. It's a separate app from CRM and you'll need to learn new tricks (such as you can't use an advanced find to feed contacts to a Journey).
Careful what you read out there that's older than a few months as the app is changing frequently and they seem to be closing gaps and responding well to feedback. The main benefit in our mind is that things work as advertised and we've been able to adjust our workflow according to its personality.
Be sure to get good backups of data and html before ending a current subscription. You'll need to think through migrating GDPR strategies.
In hindsight the biggest void was the loss and then rebuilding process around tracking website visitors - but that will happen whenever you go from one solution to another.
They are two different animals and there's plenty of reasons why one or the other is perceived as 'better'.
As always, your mileage will vary...... Good luck!
