I have to agree with Oliver, one of the best parts of the job is the variety - I personally have worked for organisation ranging from defence to retailers to utilities to media companies. (Oh, and large software companies.)
The site emphasises one way to get into the field - via psychology. I guess I kinda did that, having studied cognitive science (as well as comp sci). But it should be noted that people get into usability / user experience from all sorts of backgrounds, like design (visual, industrial...), information sciences, technical communication and good old IT. People often ask me for tips on how to make a start in the field. I usually say the first step is to get a business card printed. (Is that bad?)
Gotta get me one of those "Senior consultants can expect to earn $250K+" jobs though!!!
Oh and be watching at 2:30 in the video to see the back of my head. Surely I'm not that bald? Must have been the lighting...