I'm about to enter my senior year of undergraduate business school and I'm in NYC now for an investment banking internship, here's some information that'll hopefully be useful to you.
The only jobs I considered in finance are investment banking and corporate finance. These actually range quite a bit in salary, i-banking being at the top and corp-fin stuck at the bottom.
Investment banking, if you go to a "bulge bracket" firm, such as Goldman Sachs, Morgan Stanley, etc, you can expect a starting salary of ~70k with a bonus that'll put you around 100k the first year. This is the best case scenario.
There's also boutique banks, which are much much smaller, and you can expect anywhere from 60-100k.
The main thing here is that for all normal investment banks, you will most likely work over 100 hours a week. Assuming 50 wk year, (100k $)/(5k hrs) is 20$/hr. The point is that if you're good enough and stick around in banking, you'll make 7 figures in your mid-30's.
In between i-banking and corp-fin is investment management, private equity, etc. The salary here varies greatly, someone suggested
www.vault.com already, please take a look there at specific firms.
At the bottom of finance is corp-fin. You work 40 hr weeks (maybe a little more depending on how busy), and starting salary tops off at 60k if I remember correctly. Expect around 50k.
Another thing to remember here is job risk. Goldman Sachs, the #1 investment bank, just laid off 100% of its first-year analyst class because the market is horrible. The other bulge-bracket banks are doing similar things. So investment banking, at least starting out, is much more risky than corp-fin.
It's a ton of info to digest, but feel free to ask questions.