One thing about DS as a career is that it requires data to be effective, which is precisely what most exciting early stage companies don't have. What kind of early stage companies / ideas do you get excited about? What do you feel you bring to the table? How do you keep aware of new opportunities?
I usually think data from medical sensing and other types of sensor data is cool. Mostly because I'm not into maximizing ad revenue or sales. High dimensional is always cool too. The opportunities I want all require PhD so I just stay depressed, and focus on TC.
Size of company does not correlate well to sjze/value of data. Plenty of smaller companies I've worked with and evaluated have hundreds to thousands of terabytes if not more. I find transportation/logistics and fine granularity medical data the most exciting.
Notice I said "early stage", not large/small. Unless early stage companies are using someone else's data, they typically don't have [much of] their own.
I get excited about setting up DS platforms for my clients, including smaller companies. I have done that and it's challenging but very exciting. I get to understand their business needs, set up their ds systems, build a ds team, get ml algorithms running and transition everything back to my client once operationalized