Figuring out the best way to turn down a job offer is a “good” problem to have. If anything, receiving one or multiple job offers gives you a sense of your professional currency on the job market and could even make you a more attractive candidate for other potential employers (the latter is especially true for academic positions, as recently covered in Chronicle of Higher Education article on “sham” faculty searches that points out interest from one employer can serve as leverage or a point of negotiation with another employer).