If I want to work for a major investment bank what should I major in?

It is a possible career choice for me. I'm talkin like Goldman Sachs, JPMorganChase, MorganStanley, Bear Stearns, Citigroup, Merril Lynch, or something.

If you want to get in as a "target" candidate, then preference is for a business, finance, economics major.

But your major choice is only part of it, they are looking for grades, demonstrated leadership (clubs, sports), community service, and some sort of summer internships (preferably finance related).

If you want to get in, as a "general" candidate, then similar to the above, except they may not want to see too much finance (some may prefer the "all or nothing" approach). Some of the rationale in their thinking is likely to be, if you have shown that you are extremely talented in what you do, that you should be able to transfer some aspects of your excellence over to investment banking, and they can train you up in finance. However general candidates may work for an investment bank, but may not necessarily take on the mainstream "corporate finance" roles straight away.

MATH

Business Administration with an option in Finance.

Anything that will introduce you to lots of rich people, since thats what they want in an employee. Someone with rich family and friends that they can get you to sell their products to.

Finance, with heavy emphasis on financial accounting courses, along with math and statistics.

The major doesn't count as much as what school you go to. Try and attend a Top 5%-10% school and then try to graduate in the Top 5% of your class. The top banks are looking for people who excel in their environment.
In terms of majors, Economics and Finance are clearly the two that relate the best. However, I would also advise considering majors or courses that deal with Globalization and Global Cultures as that is a major trend that many of the investment banks' clients are dealing with.
Again, whatever you do, demonstrate that you can credibly compete at the top of your peer group. The banks want people that they feel comfortable putting in front of the top executives at the best companies in the world.

You should major in Financial Economics. Take a LOT of math.

You should also go to as good a school as possible. Goldman Sachs, for example, only recruits at the top five or six business schools.