We build small apparatus carefully and delicately. ;) In all seriousness, it really depends on the unit. I have built a few 8-wides myself, but I prefer the 6-wides because they feel more to "scale" in LEGO cities and on roads.
I have several sets of wheels left over from my early 6-stud wide building days, so I built this heavy rescue truck yesterday. Boy does this thing look so SMALL compared to my 8-stud wide models. How do you guys build such small apparatus? :)