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cody-bryce comments on Computer Science and Software Engineering - Less Wrong
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I've never worked in finance and don't know that area well, but I get a lot of cold contacts from the finance industry and occasionally meet people who work as analysts writing software who indicate there is a ton of demand. I cannot attest to salaries, but people seem to imply they're very competitive compared to other fields.
I work in what is essentially mechanical engineering. Money isn't very important to me, so I don't have the highest salary, but I turned down a job offer doing similar stuff in NorCal where the offer was above that. I'm in my late 20s.
No matter what path you choose, I encourage you to squeeze out all the room in your degree you can for stuff involving other disciplines.
Any advantages to taking classes officially over just doing independent study?
Formal training means little in software development, but means a lot in fields where autodidacts are unheard of--it would go in your list of qualifications and you'd actually know the topics. I've never met someone who has taught themselves heat transfer or solid mechanics from scratch who seemed actually to remotely know what they are talking about, let alone communicate lucidly about it.