MBA and other options

It won't be long now until I'm a civilian again after five years of military service. As I wade through the GMAT, campus visits, and quite possibly foregoing school altogether to start a new career I begin to wonder if there is another path. Alas, I'm thirty now and I know that I want to work in consulting, Asset Management, or banking, but I'm not entirely sure I want to be out of the workforce for two full years as a student. I do have full GI Bill Benefits. Would a MAC degree from a solid southern school like UVA or UNC (and later a CFA) give me an opportunity to work in these fields, or would I be relegated to big four audit? I have also considered an MSF, but I really want to be in either Virginia or North Carolina, so my options there are minimal. Any advice would be greatly appreciated.

Cheers,
Milton