Here's my situation:
After nine years at my job, I left it and relocated across the country. I had a storied career and left on great terms. However, I did not have a network in place in my new city, and my industry is much smaller there.
After only two months in the new city, I found a new position through a third party recruiting firm. I was unsure if it was the right fit, and initially rejected the offer. However, after I rejecting it, the recruiter got aggressive (which I had not expected), and scared me into accepting the offer ("we don't get many positions like this", "you just moved here and don't have a professional network in place", etc). In hindsight, he may not have had my best interests in mind, particularly if he received commission if I accepted the offer.
Upon starting my new position, I quickly realized that my initial instinct was correct, and it's not the right fit for me in terms of job responsibilities.
I'm a seasoned professional with a high salary, plenty of savings, and no history of job hopping. I am not considering relocating back to my old city, but I'm wondering how to best deal with my current situation. Should I cut my losses and leave my current job now without a new one in hand, should I keep my job and start a search immediately, or should I wait 6+ months before looking again?