I limit myself to buying in for no more than 1% of my bankroll in MTTs and 2% in SnGs. Occationally I might bend these rules a little or play a satellite, but thats the main idea. I also play a span of buyins, so if my highest buyin in MTTs is $11, then I will also play cheaper MTTs, so that my average buyin is lower than $11. Even in SnGs I play a span of buyins, because games dont run that often these days and especially not the higher buyins. So even if I have $1.500 sitting on Pokerstars, I might still play $5 SnGs to avoid waiting for more expensive games to fill.
In reality I am more conservative, than these numbers suggest, because I am currently playing on two sites, and I kind of manage the balance on both of them as a separate bankroll. This is because, its not easy to get money out from one of the sites, and therefore I also dont want to have to put more into that site, if I hit a big downswing. If its easy and fast to move money around, then I recommend to only have one bankroll, even its sitting on multible sites. Like if you have $600, $300 and $400 on 3 different sites, then its fine to consider this a $1.300 bankroll and then move money around if needed.