Only you can know what is the best major for you, but as David mentioned, Mechanical Engineering is a great discipline as there are numerous areas to pursue. From nanotechnology applications, to engine designs, to mechanical failure analysis, there is a need for mechanical engineers in pretty much any technology field and beyond.
One thing to keep in mind is that your degree won't limit what you can do afterwards. The problem skills that you'll acquire will be highly sought by employers, so you'll be able to transition between career paths as you learn and grow. It's not uncommon to see engineers move into field such as law, public policy, finance, or consulting.
My advice would be to keep your options open, always looking to see where your interests pull you, but don't be afraid to commit to a major. Your major will help get your foot in the door when you get into the workforce, but everything after that is pretty much limited only by your desire to learn the needed skills for your next step.