Do stay overnight in the park, sheer joy waking up to a leopard snuggling up to the glass wall of your four post chamber. :)
Head to Masai Mara ~ catch some gory action and serengeti (pun acknowledged!) of a lifetime in the world famous wildlife park, stroll over to the Serengeti side of the park and venture into Tanzania (keep your passport on you).
Assuming you do stop at Lake Nakuru for a night, you should leave early the next morning for the drive to Masai Mara. The last stretch before the Mara, around 75 KM, is rough and bumpy with almost no shops for water/snacks. So make sure your 4×4 is equipped!