GameSpy have posted a Q&A with Raven Software's Kenn Hoekstra as part of their Gaming University column about getting into the gaming business:
Q: The gaming industry is highly competitive, and most people won't get jobs at a game company right away. What other industries do you suggest that might help one eventually get into a game company? -- Shaykai
A: I don't think there's any "Golden Path" to the gaming industry through other careers. The key is to do something you're interested in and use whatever you can to build your skill set. If you're interested in being a game artist, for example, a career in graphic design or advertising would serve you well, giving you valuable experience with PhotoShop and demonstrating the ability to work under deadline pressure.
The key to any position in the games industry, however, lies in your portfolio. Work your day job, whatever it happens to be, and develop mod materials on the side, be it levels, code or artwork. This portfolio is what will ultimately get you the job. Gaining other experience through your current job (references/working under deadline pressure/hardware and software support, etc.) will be the icing on the cake and could elevate you from a developing prospect into a serious candidate.