I think working with big corporate budgets negatively trains you for running your own company. You can just throw money at things and if it doesn't work out, no big deal. Drop $80k on a booth at a trade show that didn't result in a single sale? Well, at least you got some good face-time, right? That kind of thing just doesn't fly when you're just starting out on your own.
It's much harder to manage a $20k budget and go from $0 to >$0 revenue than it is to manage a $1 million budget that just magically refills year after year.
At both large companies I've worked at each department had its own budget, and each department head was responsible for that budget. If a manager keeps losing too much money, they get fired, if a department continually fails to turn a profit the department gets closed down. So while it's not the same as a startup it's also not like you have infinite money to throw around without consequence.