The Steps to Starting Your Own Agency Megan talks about the lessons she learned from working at a big agency and what she’s learned from running one herself. The Difference Between a Big Agency and a Small One Megan explains that sometimes, when working at a big agency, your experience is really a function of those that you’re working closely with, regardless of company culture. She also says there’s more of a chance that you will cross-train across various job traits and skills when you work in a smaller agency. If you like only working in your specialty or niche, perhaps a big agency is more of your style.