I usually use "at a company" but I have encountered some articles using "in a company", "in XYZ firm" or "in an organization".
Which one is right?
Use:
I work in/at/for a company that makes microchips.
I work at/for Intel.
I work in/for Intel's accounting division. (in sounds more natural in this case)
There is virtually no difference in meaning, except that I would notice:
for tends to emphasize the relationship you have as an employee to your employer
in / at are more about the physical place (this is where you go to work every day)
Edit: "I work with Avaya" is more likely to mean you aren't an employee but may be an independent contractor of some kind.
Thanks @Robusto for the insights!