Check out
www.gamedev.net. The professionals post there. A word of warning, it's tough competition to get into the games industry. You're best working on a small game project with a group of people as a demo to show potential employers. Look into game modding for some experience. Here's something I made with my team which is a good example of a game demo which could get you into the short-list of a game developer job application:
http://www.youtube.com/watch?v=ACWjTFrGy18 and
http://www.youtube.com/watch?v=uzUlbyBDnhE. You don't necessarily need something like that, it takes a while to learn the skills necessary to develop games in 3D but starting out with something like Tetris or a Counterstrike Source map is a good idea.
Also, knowledge of game technologies and APIs, such as OpenGL, DirectX and SDL are a plus. Depending on where you're looking to work, many programming languages can be expected; so be prepared to learn A LOT. C++ knowledge is basically mandatory for professional game development. You will be expected to program so get as much experience programming OOP style as soon as possible. This is for a programming job, if you're an artist, you can find more information on gamedev.
I've just finished my degree in BSc (Hons) Computer Games Technology. I'm also heading into the games industry but I'm going to pursue further education first. Best of luck to you.
Also, take what you can get, if you land a job making small games for mobile phones or working as a "code monkey" in a company making web games, take the job. Experience is worth more than any degree in this industry. All you have to do is break into the industry and get your name on a published title and more job opportunities will open up.
P.S. Whatever you do, DON'T work for EA, they'll ruin your life if you do. Most employees from EA are considered un-hirable afterwards, they're like damaged goods to the rest of the industry.
If you have any more questions, feel free to PM me. I know a fair bit about this subject.