I went your route and I'm an attention whore for saying this apparently but it's on topic here, once again, and I'm doing very well.
The job market is absolutely competitive. As it stands you will enter it with a bachelor's degree and no experience or a Masters and no experience.
There are many positions at reputable companies in large industries who won't even hire Bachelors anymore.
My advice would be to pick an industry as if you were going straight to work and then go get your masters. Join collegiate and professional networking groups pertainin to your industry of interest as you work on your degree, if you can land a job even better. Be ready for long nights though...
Older dudes love to help us out when they see fit. It's basically a phenomenon that we will probably understand when we get there some day. By networking outside of a university setting, you will meet people casually who will see, recognize and respect your ambition.
Develop relationships and with an MBA to prove your smarts alongside your balls, they will help you find a job. Always network with people who are where you want to be. Your peers are fine, exposure is always good, but they can't really help you.
But yes, an MBA is a smart idea. It's one more step above competition.
Just make sure you can manage your debt...