Well you dont even need to go to university to get a job in the industry. What you do need though is to be good. How you get good is usually irrelevant.

Some people just need to learn this stuff in the right enviroment.....tutors, friends, all like minded etc. I personally prefer the Uni route but if your dedicated enough to teach yourself and can resist the urge to load up Battlefield then there’s no reason why you shouldn't. Places like SimplyMaya and the tutorials here sure will help.

But as you asked, i guess anything from fine art, illustration, animation (traditional or digital), visualisation, 3D design, visual effects, graphics design can get you there or more specific courses, such as shorter courses in say compositing or modelling for example, if that’s your thing.

Here's some articles that i found quite informative:

5 Good Reasons You Should Go To College

5 Good reasons Not To Go To College