Last Question About Non-Targets For A While (Hopefully)

So after talking to some people, I received some interesting advice. They said that for non-targets, it might be best to major in something quantitative like math or something applicable that isn't "business". They said that majoring in business may seem too common, and you'll look like every other kid who didn't get into Wharton that wants to go in finance (not just banking, but consulting, asset management, etc.). This is contrary to some peoples' opinions I've read on here that say to just major in finance to show that you know business knowledge.

What do you guys think is best?