I don't know if this is a good practice or not, but once I feel comfortable at the level I'm at, and have a decently sized bankroll for that limit, I like to spend a day of the week to take a shot at the next limit. Of course, you should try to find a softer table at that limit, seems to make it a little easier for the transition. And even if you lose one or two buy-ins and have to move down, it feels like everything's so much easier at your regular limit all of a sudden, and you earnings go up so much faster.

Edit: Please take this with a grain of salt, I'm only NL10 with a bankroll of 460, so far taking shots at NL25 doesn't seem too bad. Seem to learn a thing or two every time I try to take a shot.