I would think that there are a decent number of non-web tech startups, but not as many straight-up software startups. Oftentimes, small non-web software companies will get acquired as soon as they come out with something useful, and their ideas are integrated into the larger companies' products. My suggestion would be to do the big company thing for a few years, and then once you have the experience/contacts, you'll be in more of a position to find a fledgling startup or form your own.