'at' for schools, colleges, and universities
'in' for towns, cities and countries
e.g.
"I studied at the University of the West of England in Bristol." OR
"I studied in Bristol at the University of the West of England."
Also, use 'in' to name subject areas after telling the level of course, but no preposition after 'study':
"I did a degree in Philosophy."
"I'm taking a masters in Philosophy."
"I got an A-level in Physics."
But
"I studied Philosophy."
"I am studying Philosophy".
"I studied A-level Physics."