That's a tough question, and I bet everyone's answer will be different. I did my Anthropology undergrad at Macalester College in Minnesota and loved it. You have to find a place where you like the anthro faculty because they are the ones who will really make the subject come alive for you. I used the cross cultural perspecitive and interviewing skills I learned as an anthro major to land various jobs in the non-profit social service sector. I often find myself doing quasi counselor jobs, because I'm good at elliciting info from people, seeing things from someone else's perspective, etc. Getting internships and work study jobs during my undergrad was extrememly helpful to getting a job once I graduated. I might caution you against getting a masters in anthro though. Much as I love the subject, most employers at non-profits are not thinking "gee, I really need an anthropologists for this job vacancy". Beef up your program evaluation skills, your cross cultural competencies, a second language (Spanish is very useful here in the states), etc. Whatever inspires you. I got my masters in Public Health -- and I feel like I add a medical anthropology emphasis to that degree just by choosing particular classes, focusing on qualitative reasearch designs, etc.
Sorry there's no straight answer for you there, but I did chip in my 2 cents! Good luck with everything.