It’s a little hard to advise you due to the different natures of your potential majors – Stern vs. Wesleyan social sciences are very different indeed. That said, I would personally choose Wesleyan, mainly for the excellent academics, but also the campus experience.
I also agree: if you perform well at Wesleyan in most any humanities field, the door would certainly be open for a solid MBA program later, if that’s the route you choose. And an MBA path might not be what you pursue at all.