For my Dungeon Damage campaign, I developed a world story, then presented that world to the PCs and watched them go. As expected, they eventually started working their way up the chain. They even have clues as to the identity of the Big Bad, whose lieutenant X recruited Y to create the Z, who in turn created the W to travel V, command the U, and prepare their conquest - but you don't know who W are. Not only did the PCs eventually discover the identity of W (after allying with Q and Q's allies S and M, but snubbing that horrible R), they started causing trouble for Z. Of course, Z still outclasses our heroes, and Y will be a nasty surprise for everyone... almost as nasty as the revelation of W's agent was. U, of course, are troublesome, but ultimately managable... and they've even caused major troubles for X, thanks to a magic item.
Of course, once they get past Z to the Y and finish X, they can take on the Big Bad and the story's over. Saved the world, or at least stopped Big Bad. They could, of course, do something off the wall, which would be OK - but the playing pieces are in place, and the world has seen their footprints. It's only a matter of time before they're recognised as footprints...
I wouldn't rewrite my plot to reveal Martian Emperor Draco, the Secret Father of the Big Bad, because that'd be stupid. There is room for continuation - but in other realms only tangentially related to the Big bad.
On a similar note, I'm doing something, well, similar with my scifi writing: examining the theme of increase. In a logical fashion with explosions.
So there are a lot of big people - but eventually there's an end.