When I was helping set up my department's web site, I wanted to create a web page providing similar information. It was rather frustrating how little information is provided by the professional mathematical organizations such as the American Mathematical Society. Here is the page: Careers in Mathematics
ADDED: I would add that I recommend strongly that a math department try to stay in touch with its alumni (both undergraduate and graduate). You can't do better than learning from them what kinds of careers they are able to pursue with their degree in mathematics.
MORE: Another suggestion I have, if you're up for it, is to take advantage of your right to earn money doing something else one day a week and try to work as a consultant for a company. Not many companies look for mathematicians, but if you talk to lots of people (parents of your kids' classmates are a great way to meet non-academics), you might stumble onto something. What I've learned from working in the "real world" has been of immeasurable benefit to virtually every aspect of my life as an academic mathematician. The least is the ability to give convincing advice to students on what kind of careers they can pursue and what they need to know to succeed.
