Paleontology is not the most common major. Usually, undergraduates study geology at a university that offers some paleontology courses. I was a geo major, but had a minor in biology. My master's thesis involved paleontology, which is essentially studying the biology of the ancient Earth so the bio minor was very helpful. Find a school you really like that has a good Geology or Earth Science department. Read about the professors and what kind of research they do. If there are professors that do work in paleontology, then they probably teach courses in it as well. Read the course catalog online for the universities you like to make sure they have at least a few courses in that field. As Eric said, you will probably want to go into a grad program to further your education and gain expertise specifically in paleontology. But find a college/university that's a good fit for you first. And don't ignore schools with 2-year degree programs (there seem to be a lot in Arizona). Sometimes they have excellent programs and can give you a good start when you decide to transfer to a 4-year school.
Check this out: http://www.eac.edu/Academics/Programs_of_Study/Geology/