Traveling outside uk after contract end

[Jackson85]

Dear All
Please advice whether is it legal to trvel outside uk and re-enter to uk after completing contract with sponsored employer, as I have 2months extra before my current visa expire. I've got the new job and I decided to apply new tier 2 visa after I come back from holiday. Someone told me I may not able to re enter uk if my current employment is finished regardless of my visa status. Is that correct?
Then would it be wise should I renew visa first with new employer then travel before new job start ?
Please advice .
Many thanks!