Small pens - can be very inconvenient for big hands, while small hands don't necessarily like small pens either.  Only select a small pen if you are sure you like them. 

Slim pens - such as the Sheaffer Slim Targa can be awkward to hold, though they do suit some people. 

Big or fat pens - At the other end of the scale, the fatter pens (Montblanc 149, Parker Maxima Duofold, Sheaffer PFM, etc) can be a real blessing for folks with large hands, but can be difficult for smaller hands.