I usually have a bit of trouble when I start out on a new project with anything more than 5mm needles, mainly because the weight of the yarn required by larger needles is, well, heavier. I normally use something between a 3mm-4.5mm.
Having said that, I am currently working on a sweater in unspun roving for DH that requires I use 8mm needles. When I first started out it was awful...I knit for a half hour and my hands were exhausted. HOWEVER...I finished the back and it was a major success.
It's definitely a matter of preference. I would prefer to use smaller needles and lighter yarns because the project is lighter, but the speed of production with the larger tools and thicker medium has its definite advantages, too.
How's that for ambiguity?