I second Northwestern, but don't stop there. NYU's Tisch School of the Arts has an outstanding Drama department with an undergrad BFA program. Juilliard is also outstanding; I think of it as pre-professional training more than a traditional undergraduate education, but it does have a BFA option. Yale, Vassar, and DePaul are also frequently mentioned. I've also heard good things about the University of Minnesota which works closely with the Guthrie Theatre, a highly regarded regional theater company based in Minneapolis.