I attended a semester of classes at Southern Methodist University's graduate game development program - SMU Guildhall. They have been rated #1 in the world 2 years in a row for graduate degree programs in game development. I attended during my undergraduate for a game programming specialization to be added to my BS in computer science.
SMU Guildhall started in 2001 and is an intensive program and really simulates the way that game development companies work. SMU's main campus is located in Dallas, TX and SMU Guildhall is located in Plano, TX close to studios like Gearbox and id Software, and they work closely with their industry partners to develop the curriculum. All of the faculty have years of experience in game development and apply their experiences to their lessons in the classrooms.
Though it's only a graduate degree program, I'd still recommend taking a look at it and decide which track you might be interested in and determine your path to Guildhall from there. Their admission requirements have had very minor changes over the years, so you should have an idea of what they'd be looking for when you'd be applying to their program.
Ashley recommends the following next steps:
The University of California, Irvine has an awesome major for students wanting to earn a degree specifically in Computer Game Science. This is hot school for all things technology, and they are located just a couple of miles from a major game developer (Blizzard).
Steve recommends the following next steps: