My colleague Carey Bertolet has a nice piece on quitting with grace. If you are an associate at a large firm and you hope some day to build you own practice at a smaller firm, her advice is well worth heeding.
I have worked with many associates who have left large firm positions and done an excellent job of leveraging their big firm contacts once they are out the door. In fact, building your relationships with partners and associates while you are at a large firm is probably the most important thing you can do for your career in the long run.
Partners at large firms can become excellent referral sources for clients who cannot afford large firm fees. They can also become referral sources for conflicts work. If your goal is to go in-house some day, these individuals can also be an important source of information about companies that need in-house counsel.