As a player, I prefer a mix...some small, some big. That way, we're never sure what we're getting into.
As a DM, my adventures also vary...some are designed as small, others long and involved. Of course, this never survives first contact with the players, who can make an epic out of a 10-room explore and who can also make a dine-and-dash out of the biggest adventure I can write.
Bigger the better. Not crammed with rooms "bigger", but passages that go on so long that overland travel distances come up "bigger". The stairs that go to the next level are not a 10-30 foot decent, they wind endlessly down into the bowels of the world to forgotten places.
I like small dungeons, and as levels get higher I like them even smaller. With the mobility of high levels there's often little need to create a megaplex, the party will skip ahead to the big bad whenever possible.