What can I do with a Math Major?
The American Mathematical Society (AMS) has some resources. You can find out about the profession at http://www.ams.org/profession, including a description of what mathematicians do at http://www.ams.org/employment/whatmathematiciansdo.html. You can see "math in action" with their Mathematical Moments (posters briefly describing an application of mathematics, some with accompanying podcasts) at http://www.ams.org/mathmoments/.
The Mathematical Association of America (MAA) has some resources. http://www.maa.org/careers/ talks about some popular math career choices. http://www.maa.org/careers/profiles.html gives profiles of people working with math in a variety of occupations.
The Society for Industrial and Applied Mathematics (SIAM) has some resources. http://www.siam.org/careers/thinking.php gives some information, as does a 20 page brochure (http://www.siam.org/careers/thinking/pdf/brochure.pdf ) that you can download.
Although not specifically math, Change the Equation (http://www.changetheequation.org/), did a STEM is Cool video project, that gives some ideas on what one can do with a major in STEM (science, technology, engineering, and MATH). http://www.youtube.com/changetheequation gives all the videos. Of particular interest was the video from SAS (http://www.youtube.com/watch?v=CPzZODXSiyU&list=UUIDPTV6HwvlxIx0HTRTZcvw&index=9&feature=plcp).
Other resources on the internet are