Hey Jacques! A really broad question since it really depends on many factors and position.
Personally, I'm an electrical engineer by trade and the pay is quite good compared to other engineers. I work in the tech space and they pay some of the highest starting salaries.
It also depends on the work culture. Some companies can be really stressful. A good example is Amazon. Even though the tech space is known to pay well and have a really relaxed culture, Amazon is known to work their employees a lot and it can be quite stressful (from talking with Amazon full time employees). It also depends on the team as well. Some teams are more stressful.
The question is quite broad and averages only tell you a small part of the story. There are many factors that affect all those different things.
While practically speaking you may have to pick a major/focus in school, remember that interdisciplinary skill sets are highly valuable in both academia and industry. You are not limited to what already exists in terms on fields/careers paths! The engineering sector is expanding quickly in a variety of ways to meet changing global needs.
Pay right now? Petroleum engineering, followed closely by EE, CS, and CompE.
The rest of your questions will vary more between employers within the field, vs between the fields. Also interesting work is very subjective. I personally get enjoyment and interest out of programming, but some people hate it.