Some minor tips for interviewing... or deciding where to interview.
First off, know what you want to do. If you're not sure if you want to be a programmer or a designer, choose one and focus on that until you (1) realize you hate it, or (2) discover you love it. More than that, if you decide to be a certain discipline - art, programming, design, or production, research the field enough to know what sub-set of that discipline you want to pursue. For example, for design, knowing whether you want to pursue technical design, systems design, narrative design, etc. is important when seeking out a job in the industry.
Second, don't use a recruiter. Please. Spend an extra hour and check the game companies in your area, then apply to them on your own - if given the choice between candidates, we're less likely to go with the candidate sent via a recruiter because they have the recruiter's fee on top of the normal salary that we have budgeted for the position. If you absolutely must use a recruiter, try to do enough research to choose one wisely - there's certain recruiters that know the business, others that don't know the difference between production and design candidates, nor do they know the first thing about how to place a programming candidate. Popular recruiting agencies don't mean much if the recruiter you're assigned to is a junior or is new to the industry.
Third, good samples and a good cover letter can overcome work experience. You may not get hired as a senior, but if you have a good set of samples and a passionate, well-written cover letter, that's sometimes enough to land a junior position.
Fourth, even if studios don't list a position, don't be afraid to apply anyway. They may be 2 weeks from posting their ad for a position when your resume suddenly pops into their inbox.