I mentioned only working in a company, since from that what I saw in my country, compensation for ordinary developers in a company are far less than when working in other sectors as software developer (in deed, I do not know any sector, where payment is less than in the Gaming industry). At least one plus is that the Gaming industry is more likely to take people without formal education (which might also be connected to the lower wages).
Of course, when working in a company, you are less likely to not be able to pay your rent any more.
While financial data is hard to obtain in general, luckily, the Activision lawsuit has made a lot of it available to the public, everything from project budgets to the salaries[1] is now a part of public record.
1. http://gamerant.com/activision-lawsuit-infinity-ward-salarie...
Gamasutra and GDC put together a salary survey every year. I think that's public? I would search for it.