As Christy said, "don't limit yourself".
Apply wherever and whatever relating video game development jobs whether it'll be at a large company or small firm. Neither is better, it just depends on what you want to do long-term. Sometimes starting at a small firm can give you social skills quickly since it's a smaller workplace but it will be limited amount of jobs for small firms.
Like Christy said, large corporations tend have openings for junior and entry-level jobs but I would imagined that applying and getting a job there is harder than smaller firms and fast-pace.
The main point when after finishing college is gaining experience right away.
I hope I didn't sound too redundant!