I actually feel that taking your players off when winning by 20+ points is what screws up my training. I have a good feel for my players and how many minutes they will play under normal situations. So I game plan and set my trainees accordingly...
On the other hand, I don't often know when I'm going to win games by a huge margin. So having all my starters leave the game for a big stretch in the 4th quarter is really annoying.
Run of the Mill Canadian Manager