It's true that (bad) luck affects very small battles more than larger ones, but I still prefer smaller, more manageable battles. I usually play scenarios (QB maps are usually boring), and my favourites are usually company-level fights. (e.g. a company of infantry & AFV platton + support).
At this level play is still focused and I don't generally get too sloppy. I do play big battles at times, but I find my play suffers when I have to give orders to a combined arms battallion. I can't be arsed to spilt squads, or set complex tophat-lowsky orders to my tanks etc. I'm maybe just lazy, but I've seen the same happening with my PBEM opponents, too.