Hi Guido,
An MBA isn't really a direct route to a VC job. Most VCs break into the industry by having been an entrepreneur first and then getting connections to the firms, through building their businesses and raising funds.
I'm not really familiar with the VC scene in Europe, but I'm guessing that there are VCs around the big startup hubs - London, Berlin, Stockholm, Madrid. If I were looking to make connections with these firms I'd be investigating the best ways to network with them, and this would probably mean being close to them. And then doing an MBA strong in finance. So LBS seems like a good choice, but that's not on your list.
You're right, IE is probably a safe bet - if you can launch a business while you're there you can connect with angels and VCs that way, giving you a foot in the door. It would be a two-step process.
However, a lot of the real VC money in Europe comes from the US anyway - so a school like Stanford (Silicon Valley) or Columbia (NYC) would put you in proximity to the real action.