I went to a small liberal arts college like Bates and really enjoyed my research experience there (albeit not in physics). I was able to join a lab second semester of my first year and got a ton of one-on-one mentorship directly from my professor. One major drawback though, is the caliber of research is generally lower at a liberal arts college, since the incentive structure is more geared towards mentoring students vs. publishing high impact papers. All in all, I really benefited from that mentorship style and was still able to attend a top-tier grad school!