I've worked in very large companies, small companies and I'm now in a 4-man startup. At the end of the day it's about the environment and challenges you enjoy, and the ways in which you want to grow. Some people get a kick out of being a tiny cog in a huge, complex and influential machine, and others would rather that their tiny cog be the only (and therefore largest, and most important) cog. You can use a fish/pond based analogy if you prefer.