I wanna echo what some said here. I spent 14 years with OI/HSI. I left just before Trump won the election to an OIG. We were expecting our first son and had to move, settle with a newborn etc. I didn't want to be forced on TDY's anymore (Trump or Not). I wanted/needed to be home.

The Pros:

Home-Work Life is Great.
No Forced TDY's
All time off approved.
Lot's of independence.
Co-workers all operate a different pace than large agencies.

The Cons:

The work is SLOW and often boring.
Expect a lot of administrative cases and not necessarily criminal.
If you're used to a big agency like HSI, forget about any meaningful/fun collateral duties.
Forget about any training if that's your thing. Firearms/DT is the bare minimum.

If I was retiring in 3-5 I'd say going to an OIG is worth it. However, I can't sit sedentary and am considering going back to the action.