If you are interested in gaining some experience within the industry before making the leap, look out for awards and fellowship funding opportunities that allow for a period of placement in industry. For example, the MRC have a Career Development Award that includes an optional period in UK industry, and the BBSRC also works to help PhD students to spend some time in industry during their PhD. For a student's perspective on this experience, click here.
Gaining industry experience will not only help you to decide whether or not to transition into industry, but it will also be looked on favourably by recruiters. By this stage in your career you will know many scientists, some of whom are bound to know people who work in the industry. Talk to those around you to find contacts and experience opportunities.