I'd like to offer my take on Dane's excellent reply.
Not all business degrees are the same. IMHO, accounting or finance are really the only two to consider. Why? Because they give you a saleable job skill that people are willing to pay for. You actually finish school knowing how to do something.
If you had to pick between those two, then accounting. Why? Accountants can (and do) do everything that is done by any other business major, but only accountants can do what accountants do. Great job security.
If you are going to work for yourself, then accounting again. people with good, solid business ideas fail for two primary reasons. Lack of capital and lack of accounting knowledge. If you can't keep track of your finances, do your books, handle the taxes, and truly understand what all of the numbers mean, you may be sucessful, but it will probably be a fluke.
Economics is wonderful knowledge to have, but not the best thing to major in if you are only going to get a B.S. degree with no grad school. Why? How many jobs do you know about that require a B.S. in economics? There aren't many. It is more theoretical than practical.
Major in accounting to get the skills. Minor in economics for the theory/conceptual understanding that it will give you. Then, if you have a good business idea, you will have the skills to make it work.