One of the contradictions of being a math professor is that a big part of your job is to train people to do things which are quite different from what you do yourself professionally; this is especially true for undergrads, but to some measure also with grad students.
This is not particularly helpful when it comes to convincing students that they should major in mathematics; most mathematicians I know, myself included, are quite ignorant of what people will actually do if they get BAs in mathematics, and don't go to graduate school, or otherwise enter education, which is obviously something students will be very concerned about in these tough economic times.
Obviously, the correct response is to educate one's self on what the job opportunities are for people with BAs in math. I'm mostly interested in the US context, but would be happy to hear about other countries as well.
The best resource I know is the AMS Early Career Profiles page. This is a lot of links (some broken) to profiles of BA graduates in math that individual departments have put together. There some other reasonable links on this website. Is there anywhere else I should be looking?