[icegreentea]

From what I've heard from some people working in industry, a lot of human factors (the superset of HCI) jobs, like to see graduate level degrees. It's largely an artifact of most HF programs actually just being a specialization tacked onto something else (like systems engineering). I can't actually vouch for how accurate this information is though. (Currently at UofWaterloo System Design Eng, may be on track for a HF specialization...).

Though if you want to learn stuff for yourself, then it's a whole different ballgame (and don't get suckered into the programs which offer it as a specialization. just wasting time then).