This may seem like a rather ignorant question at first but I think there is probably some value in the question.
We all know that engineering majors tend to fill the Forbes list, physics and philosophy majors generally do best of LSAT/GRE/MCAT, computer science majors are easily employable straight out of college and geologists are going to be in demand over the next few years.
In my mind, the best major would be one that offers good job prospects (not fine art), intellectual stimuli (so not business), easily applicable to the real world (not waste management and dolphin behavioural studies) and easily transferable skills.
That's why, for me, Physics seems like the best major. It's numerical basis can easily lead to jobs in finance, it tries to answer some of the most profound questions ever asked and does it in a useful, empirical way. You can apply principles of physics to everything -- considering it is the fundamental science and it's need for logical thought, physical dexterity for (some) labs and problem solving skills make it very easily transferable in the real world.
Of course, others may have better ideas of what the best 'all-round' major is, if one exists. I am curious about what you guys think.