From a moral standpoint, sure, some would call it "wrong". I see he's still wearing a championship ring, though. He wasn't guaranteed a championship any more than he was with the Cavs, he played basketball like a boss and he earned it by beating the competition; that's how you win championships, you win. Lebron James won.
Moving from the Cavs to the Heat might make him a jerk, but that doesn't mean he didn't win with Miami. You can't take away the fact that he's a champion. He could sell crack cocaine to children, but he'd still be a champion. He made a cut and dry, smart business decision. Anyone else would do the same in his shoes. You may say that you wouldn't, but you've never had millions of dollars and all your dreams dangled in front of you, either.
If you live your life to please everyone else (those "everyone else" in this case being complete and utter strangers, no less) then you aren't living at all. Like Katt Williams said, you have to think about your star player, your number one. Sometimes you've got to do what's best for yourself, not what a bunch of strangers in Ohio want you to do to please them.