The best programmers I've worked with at WashU come out of the operations research classes in the Systems Engineering department (disclaimer: I'm a SSE senior there). The classes emphasize algorithms, programming, and math, and the graduates get swallowed up by consulting firms. I love going from a verbal problem to the chalkboard where it's described in perfect mathematical set theory to MATLAB / GAMS / Python as we formulate a solution.

My favorite OR classes are when we come in and reverse engineer a popular internet service (e.g. starting with Google Maps, and spending a week going from integer programming to linear programming to heuristics as we iterate through better methods).