I prefer small or medium sized battles myself. Most of my battles are thrown together at the last possible minute and often include only one or two vehicles per side. Larger battles can be more fun, but nothing TOO big, since I'm always stuck cleaning up the field alone after everyone else skitters away at the battle's conclusion, and big battles can take a while to clean up.
Personally, I like bringing in reinforcements and fighting end-to-end battles reusing the field from last game. I find those to be the best options for massive fights, particularly if you remove some of the bodies and gear to fight with again, since it lets you have a manageable battle with tons of casualties but without requiring huge numbers of units to be ordered all at once.