It depends what you want a large army for, when I was younger I just liked being able to make large battle scenes. Now I use the large army to do the same thing at train shows etc... I have always had a balance when building my armies though, I have several factions all of which have large armies it make a battle scene look great if your factions are big enough to fight each other. On the other hand the last detailed castle I built could only hold 250 soldiers, so the rest were a bit superfluous.
After a long absence, I have returned. I can't wait to start building again.