Thom Brooks points the way to a Guardian piece with supporting figures which indicate that, indeed, majoring in philosophy can be a sound career decision (Headline: "Philosophy graduates are suddenly all the rage with employers. What can they possibly have to offer?")
Like Thom, I recall being told that philosophy students are sought out for their detective-like analytic reasoning skills. As an undergraduate, I once heard that the LAPD was recruiting philosophy majors.
Since then, friends with philosophy degrees have gone on to all sorts of legal careers, have become medical doctors, have worked in international development, have started businesses of their own and have worked in corporate marketing research departments. They are editors, database specialists, and website designers. And some have the sorts of jobs which are so unusual they don't have familiar titles but prompt the response, "You get paid to spend your time doing that?" In each case, I think they would give some credit to their philosophical training.
I think the usual response ("What are you going to do with a degree in philosophy?" followed by "For what do you think I'm paying your college tuition?") comes out of ignorance about what philosophy is. I.e., it's definitely not what the bookshelf at the university's Barnes and Noble shop calls "Metaphysics."
Update: The researcher who gathered statistics for the Guardian article expands on them and comments on how to interpret them over at Philosophy, et cetera.