QuantNet just released their inaugural guide for financial engineering and it is amazing! Extremely comprehensive and full of articles by prominent members of the financial engineering community. If you are considering a more quantitative finance degree then you should check this guide out. I want to give a big shout out to Andy at QuantNet.com. He is the source for everything MFE related.
I was also privileged to have been part of this guide, having written an article for the guide detailing the differences between the master in finance and master in financial engineering. You can read about it on page 20.
Some of the topics include:
Preparing for a career in Financial Engineering
How to pick an MFE program
And much, much more!