It depends. I play almost everything, and some games really suit a shorter length while others suit being longer. I think 10-15 hours is great for a semi-linear action title, but an RPG can be 60-80 hours or even well over 100 hours in length, and that's cool too. I find that if games have multiple endings and the player is encouraged to try and get most or all of them, a shorter length is generally preferable. That said, I like to get my money's worth.
As for the more specific question of length of stages, I guess I prefer a moderate length, but the longer stages are, the more I prefer being able to save anywhere or at the very least having frequent save points and/or auto saves. I'm assuming "stages" can also refer to areas in open world titles as terms like "stage" or "level" don't really apply there. In that case, I prefer when I'm not spending too much time traveling between Point A and Point B and can get to my objectives in a timely fashion or at least have enough distractions in between that I'm not just traveling through lifeless scenery. I also prefer RPGs that don't require too much side grinding, which isn't normally a problem with modern titles, but I guess could still happen. Padding is just not my thing.