With the massive deployment of sophisticated personal devices equipped with different access technologies for both wireless and cellular, mobile users should benefit from service continuity anytime anywhere. This paper seeks to bring seamless connectivity and performance continuity to the mobile users according to their needs and preferences. To this end, it focuses on handover decision that determines the need to initiate the handover and select the best access network. Handover decision in heteregeneous environments is a typical multi-objectives decision issue that requires efficient decision strategies. In this article, we propose an innovative handover decision scheme based on utility theory principles to deal effectively with the challenges revealed by the dynamic, probabilistic, and technological aspects of the multi-objectives decision problem. Our model is based on a single-criterion utility function that rates user satisfaction and captures sensitivity for each decision criterion. As well, an adaptive multi-criteria utility function is defined according to user preferences. Performance of the proposed handover decision strategy is evaluated via extensive simulation studies. Obtained results show that our strategy outperforms other handover decision schemes, which confirm the suitability and the efficiency of our solution.