well.. it depends. a lot you are missing the different types of video game programmers. Typically computer engineers are hired to be "Tools or Engine developers" and will get paid as professional (PEng) Engineers. I am employed and making 72,000 CAD/yr as a Computer Engineer and it's my 2nd year working. I work on tools.
Edit to compare with the previous post for those that are lazy thats 6000/month. I started (first year) at 52,000. I expect 90k before my 5th year.
For anyone trying to do this, the absolute best route is Computer engineering. You learn a lot of the buisness / project management skills you wont get in CS. Also, you are much better trained to work with mathematics and modeling. CS is mostly good at optimization and algorithms. It's a science remember, not an application. a CE will get hired every time over a CS >> everything else.
any "video game" program is a waste of time, you'll never get a good job with it.