Focus more on the resources at your school than on the degree. You want to attend a school that has good entrepreneurial resources, such as student start-up incubators, business plan competitions, mentoring, etc. Regardless of what degree you have, these are resources that you can use to learn about entrepreneurship and build a company while still in school. Stanford, Duke, and University of Texas (Austin) are school…
I have yet to find people like myself in my area and I've heard that SA is choc full of ambitious/intelligent/successful people who are ready to start new ventures, in addition to all the VCs being located there.