I used to work in games, so I'll add some stuff. Elissa is right, get invovled in the modding community. It's stuff you can show off, especially if your mod gets finished.
If you want to be an artist, I'm not sure that majoring in Computer Graphics is a good idea. I think you can teach yourself almost as much by purchasing a decent 3D program and learning on your own. It depends on how motivated you are, of course. If you're interested in the computer graphics end of gaming at all, I advise you to hang out and read over at http://www.cgtalk.com
. Especially read the various discussions about all the schools and programs out there, as the place is packed with people that work in the CG industry and you can pick up a ton of pointers about schools and programs there.
Getting into a company can be hard. You may have to take a testing or tech support job to get in. You'll make crap money and the job will likely drive you mad, but if you do decent work and can stick it out, you'll usually have a chance to move on. That's how I ended up in marketing.
Hope this was somewhat helpful. Any other questions, ask away...