Jessica Burlingame, Senior Admissions Consultant, The MBA Exchange®
You don't specify in which capacity you'd like to work with a hedge fund, but of the major options you list here, a more "academic" undergraduate degree in economics or math may serve you better than a more "professional" degree in finance or accounting. Your performance within the major will also be of great importance; breaking into and succeeding within this highly competitive industry will require you to demonstrate outstanding quantitative and analytical skills, as shown through top grades and internship experience during college. Overall, top performance in the most rigorous program of study you can pursue is likely to help you most.
Other factors to consider are the size and range of the alumni network at your school, and how you can cultivate and leverage those connections as a student to position yourself best for recruiting. Keep in mind that most hedge funds -- unlike larger employers, including investment banks, consulting firms, and other multinational corporations -- do not have elaborate on-campus recruiting operations, so securing a job with one of them will likely require great legwork, networking, initiative (and luck!) on your part.
Best of luck in your studies and search!