Consider the category of all groups. Now a group is a set with extra structure, so the collection of all groups must be "at least as large" as the collection of all sets. Since the category of all sets is the prototypical example of a large category. This it seems to me that we are forced to conclude that the category of all groups is large. Going on from here we should also be able to conclude the same thing for the category of rings, of vector spaces, of topological spaces . . . i.e. fo any mathematical object consisting of a set plus some "extra structure".
This seems clear, but I get worried when things are so big.