I have a friend who has been at 3 startups in the last 8 years and he regrets being in the startups immensely, because of how much money he has left on the table not being at Apple and Google (he was at both previous). He probably missed out on multi-millions of dollars in stock/RSUs and none of his startups panned out at all.

So, your mileage may vary.

Me personally I've done both, and I think I prefer a small, public company where my RSUs are worth something that I can sell. I don't need multi-millions, but I do need money to survive in the Bay Area.