I'm also an HMC alum working at Google (and Microsoft before that). HMC has a program called 'clinic' where students work on semester long projects for partner corporations. It was useful to get an idea of how a real project with industry works. Don't discount schools with programs like this.

Also -- +1 on internships. They were super valuable for me. For example the summer I spent in the theoretical physics dept at Fermilab helped me figure out what I didn't want to do :)