I know many art/lit majors that now work in business or computer sciences or some other "boring" domain anyways, and they really aren't off that bad.
I guess that could be interpreted two ways: "no use in avoiding a boring field", or "you might as well have fun in college"

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Really I think it depends how serious you are about art/film. Really the best question you can ask yourself is: Are you interested in an art/film degree because you love art/film and are interested in it, or because you know you've got the extremely high level of talent needed to break into the industry? If your answer wasn't "both" then I would STRONGLY advise business.
Another fun anecdote. My high-school english teacher has an MBA. When the .com boom came around she managed to earn MILLIONS, still in her 20s. Now she can do virtually anything she wants! She just happened to love writing and teaching so much that's what she chose.
Hope I didn't worsen your dilemna :P.
Jam it back in, in the dark.