[Raez]

They do not want an big federal government .
sometime they sound like to conserving themselves some benefit especially with taxes.

[Paradigm]

Well, if we are talking about conservatives in the traditional sense and not modern libertarians, they tend to be skeptical of the welfare state because of the ways in which it usurps tasks once allocated to more traditional forms of authority, such as family and church. For them, mothers should be supported by their husband, not by public assistance. If they are widowed or unable to find support from their family, they should appeal to charity, which is the traditional domain of the church. There is a traditional social order they idealize, and to them, the welfare state is meddling with that order and upsetting the family values they treasure so much. Of course, few happen to notice the ways that capitalism itself has upset that order, but nonetheless, in their eyes, the role of the state is to protect that social order, not to meddle with it.

[quetzalcoatl]

Obviously, traditional mores and capitalism are not the same philosophy. As I said, capitalism is about efficient resource allocation. It isn't a moral code. The moral libertinism of today's political left has pretty thoroughly undermined traditional morality as far as it intersecting with state policy. However, outside of policy, people who live under a more traditional morality tend to do better in society.

Where is this libertinism of which you speak? I don't see it either among self-described liberals or conservatives, at least the higher income varieties. Social liberals may promulgate tolerance, but that is a far cry from promoting libertinism. The one major bastion of libertinism (such as it exists in the US) are working class red-state conservatives, with their out-of wedlock 5 children families and live-in boyfriend. The opposition to social tolerance on the right is simply a psychic wound that manifests itself in fear.

[Dystopian Darkness]

Conservatives only favour small governments if it fills their pockets, their families, their corporate friends and allied lobbies.

Curiously they're very quick to sacrifice freedom in the name of security and deeply violate people's privacy.

My experience with conservatives is that they favour small governments as long as they agree with the result.