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I majored in Computer Engineering for a couple of years before I made the switch to CS. It is basically an EE degree with some emphasis on computers/CS.
svet-am said:computer engineer here (Mississippi State University). To clear one thing up, EE is strictly electrical analysis (mostly power systems and e-mag). CPE is hardware design (like designing the Athlon or Pentium IV CPU). CS is strictly computer programming like games and applications. Here at MSU, we also have Software Engineering which is a more high level than just CS. Our SE program teaches you end-to-end software development process *management* In this program, while you may code, you'd most likely be a hands-on manager of the development process (think John Carmack with a formal education).
From those descriptions, think about where you want to go with your career and make your decision. From personal experience, be prepared to do a LOT of work as either an EE or CPE. Not to disparage CS and SE, but that work is mostly coding. The CPE program is both coding and then doing electrical analysis.
As one of my friends so succinctly put it for CPEs: "they bludgeon you in the nuts until you want to die" and then you start the next semester. For more on EE/CPE, you can always look at the academic requirements for MSU's program (shameless plug) at www.ece.msstate.edu .
Best of luck!