Where to get a video game job

The easiest place to get a video game job is locally. You can send applications out to California, Washington, and such but tell them you will come there for the interview since they have enough people in the local market, they don't have to pay for people to travel in.

It all depends on what you plan on doing.
Gamestop for selling/ getting good discounts
RPG making(programming) is SQUARE ENIX.
Shooters are capcom, infinityward, EA/DICE
Action is well any you can find, I'm sure.

If you interested in learning how to be a Video Game Tester, PowerUpGames.com does offer an online self paced Video Game Tester Training.