According to what I have read (based on Google) 301 redirects preserve the vast majority of your SEO 'juice.' (like upwards of 90%).
However, much like what others have touched on, it depends on your intent. If the new domain is nothing but a common misspelling of a competitors name (or a keyword etc.) then it is unlikely to provide much benefit...and if you do it to the point of seeming spammy (having 10 keyword rich URLs pointing to the same eventual destination) you might see a detriment.
If, on the other hand, it is an honest-to-god redirect of valid content then you'll be fine, if memory serves, the SEO juiced passed is actually upwards of 95%.