Michael Evans at Bungie has written up the second in Bungie's series about breaking into the game industry at Bungie.net. It's titled So You Want To Be A Programmer, and has a lot of helpful information:

Some colleges offer specific course tracks in computer games, sometimes described as interactive entertainment or new media. I am highly skeptical about those. I would recommend going to the best traditional school you can get into and afford.

If you want to be a game programmer you should major in computer science. Having a solid math background is quite valuable as well, especially some linear algebra (which might well be required for a graphics course anyway). On the computer science side I would recommend a traditional mix - certainly including algorithms and computer graphics. Even if you are not interested in that kind of programming work, a basic understanding of computer graphics will prove valuable. If you like it, I encourage you to take as much as you can.

That and a single page resume ought to do it.