Being a CS major is fine, but being an engineer does kind of suck. My sister went from junior engineer to product manager and is much happier. I'm currently on a sort of sabbatical and working on a few personal startup-ish projects, but when I get back in the workforce (probably a few months unless one of my projects really takes off), I'll try to do something similar.
To each his own I guess. I find being an engineer to be far less stress than I imagine product managers are under. As a engineer I can just "not care" about whatever random business case is being handled and focus on writing code and honing my skills. Having to care about $company_name's business problems sounds soul draining to say the least.
Having creative control is, to me, very important. I'd much rather solve a problem from start to finish than implement a solution I believe is completely flawed.