When Yitro was about to return to Midyan, Moshe Rabbenu implored him to stay with Bnei Yisrael as they prepared to enter Eretz Yisrael. Prompted by a number of textual difficulties, the Kli Yakar explains the dialogue between Moshe and Yitro as follows:

Moshe Rabbenu: My dear father-in-law, Yitro, we are on our way to the place that Hashem has promised us. We have nowhere else to go, for Eretz Yisrael is our destiny. You have other alternatives, but we ask you to come along with us. We will provide you with material wealth, as we all love you ("Chovav" = beloved) and Hashem has instructed us to be kind to those who have joined our ranks.

Yitro: I appreciate your offer, but I must return to my birthplace. I have all that I need and I will have a better life back in Midyan.

Moshe Rabbenu: I understand, but don’t forget that Hashem will bestow upon us spiritual blessings as well, and you will also benefit from them. In fact, "vehayita lanu le’einayim" (literally, "you will be our eyes") - your progeny will serve in the Sanhedrin that sits in the Lishkat Hagazit of the Beit Hamikdash; your descendants will be included among the future spiritual leaders of the Jewish people.
It is this last argument which convinces Yitro to go to Eretz Yisrael. As the Kli Yakar points out, not only did Yitro have the opportunity to lead a comfortable life in Midyan, but he also felt an obligation to bring others in the "old country" to recognize Hashem. Nonetheless, the possibility for spiritual growth that awaited him and his family in Eretz Yisrael outweighed all other considerations.

Just as Moshe Rabbenu learned important lessons from Yitro, we too should do the same.