There is a fine balance between “shot taking” and playing a game in which the monetary factor effects your decision making process. Some of the best players in the world have made most of their money by playing in big games that are good and also running well when playing in them. If you are going to shot take, however, you should have the confidence to not alter your style just because the game is big. This can be achieved a number of different ways including selling off pieces of yourself or setting a stop loss.
If you find yourself playing differently than normal just because the size of the game is larger than you are probably doing something wrong. Now this is not to say that sometimes you are forced to play conservatively because maybe you have a limited about of buy-ins on your person. But if you find that you are regularly making different decisions that are not optimal the game may be too big. This is especially bad when you are actually not shot taking but rather just playing in a game on a regular basis that is above your bankroll.
The other thing that people do not realize is that when you are selling pieces or taking staking you could actually make more money one step down if you were playing all on your own. It makes sense to play higher if the game is MUCH bigger and you need to reduce the variance. You can easily make money per hour in a game that is really good only playing for a total fractional of yourself. But where it does not make sense is selling pieces with no markup at say $10-$20 NL where you can beat up on a $5-$10 game and not sell any action. Why would I play for half of myself one level higher when I can play for all of myself at $5-$10? The game would have to be awfully good to do that and you would think that one’s bankroll would be able to take a couple of shots one step higher if you are properly bankrolled for the original level. So you have to find a balance between not giving up too much and playing totally on your own where the size of the game does not effect your play.