>Which species of dinosaurs had feathers?

It's likely all of the avian dinosaurs had feathers. Many non-avian dinosaurs are believed to have had feathers with strong evidence that some did. If you want to include filamentous pelts into the definition of feathers even more species are included. Feathers weren't exclusive to dinosaurs. Pterosaurs also had feathers.

> Did only small dinosaurs have feathers?

Yutyrannus huali is currently the largest known dinosaur with feathers. It was nearly 30 feet long and over 3000lbs. The recently extinct elephant bird stood 9 feet tall and 1600lbs.

>Are all dinosaurs birds or reptiles?

All dinosaurs are reptiles. All extant dinosaurs are birds.

Fun fact: the crocodile's closest living relatives are birds.