Meh I feel if you can find yourself in a "small shop" and is low stress and it pays well then that's a win. Basically the best low stress to money ratio is the best place to be. I'm kind of there myself. Big company but my role is just not all that stressful. The only real stress is worrying that they decide to cut our department or something, but that uncertainty is everywhere now days so I try not to let it worry me. Worse case scenario they do cut this department and I end up having to sell the house and go live with my parents. Hopefully it does not happen but that's the worse case, not like I'll be on the street or anything.
Obviously it all depends on your priorities in life, but if you stay in a one-person shop as something like an IT person for 5+ years, you're going to lose marketability to larger companies (which pay much better) and have to start low on the totem pole to get your foot in the door. My experience with small companies in terms of technology is that they cut corners big time, lack standardization, and adopt a lax attitude towards governance, and the folks working in that area pick up these bad habits. That won't serve them well at future companies.
I mentioned something earlier that I wanted to talk about again for anyone thinking about looking for a job - the inflated titles small companies give the lone IT guy aren't fooling anyone, so don't let these companies con you by pretending the title makes up for lack of pay and will command respect on the market. If you're an "IT Director" at a small company and you're the only IT guy, you're not going to jump to a director-level position at a big company and command the big bucks. You won't have the applicable experience, particularly on the business side. Believe me, I know - I've been on hiring teams at several companies and the lone IT guy types with inflated titles are the guys we can spot a mile away and place at the bottom of the stack. So, I'm going to stick by my advice - if you're out of school or in the last few years of your career, small shops can be great for learning or putting decades of experience in big companies to use for a relatively stress free last few years. If you want to make more money and are a geek who loves technology and wants to expand and play with it, a small company will NEVER work long-term and will stunt your career if you stay more than a few years. You won't get to play with things like enterprise SANs, server clusters, converged infrastructures, cloud infrastructures, SaaS, PaaS, etc. at a small company in the vast majority of cases. At the really small shops, you'll probably even get stuck working on "servers" which are desktops and workstations which aren't standardized and were just purchased as Best Buy specials.
I started in a small, regional IT office for a Fortune 500 company which, through acquisitions and mergers, became a Fortune 20 company (Compaq). After 5 years in various positions (from server engineer to business unit IT manager), I elected to jump ship once the HP merger was announced and have remained in senior technical roles at large companies (with one exception) ever since. The one exception was the major sports org I've often mentioned - it had a few hundred employees but hundreds of millions of dollars in revenue every year, so it had a professional IT environment with enterprise-grade equipment. I then made the jump into consulting and my salary skyrocketed. I have no desire to ever go into management again, because I can make as much or more money as a consultant and I get to play with technology and learn new things. I would never have had these opportunities if I were a one-man shop at a company with 30 people my whole career. Is consulting easy and stress free? Hell no - it's hard and often stressful, but the pay and chance to learn new things is better than anywhere I've worked.