Andrew,
To piggy back on B.J. suggestion, Dr. John Frame's lectures on the history of philosophy can be downloaded for free by going to the RTS website, and following their link to iTunes. His lectures are very helpful. He's particularly helpful on the last half of the class where he deals fairly thoroughly in my estimation, with the last 300 years or so of philosophical development. It's very helpful also in how he makes the connections between philosophers and the liberal theologians, how, for example, Kant influenced Barth.

Anyhow, I am/was a philosophy major. I graduated this past May with a double major in Philosophy and English. I thoroughly enjoyed it, and think everybody should do it. Being a philosophy major is more than just learning what other people thought. It is both A) learning how to critically think, and B) learning how to live. I absolutely love the head of my philosophy department. He's an amazing, brilliant man (as well as being a Christian - though, not Reformed). Philosophy equips you on how to live life. It's not really an issue of getting a job when you're done - that will come in the Lord's kind providence. Philosophy will help train your mind to be a tool for the kingdom of Christ and the advancement of his gospel in an age of sloppy thinking. As a side note, I'm a computer tech now - nothing to do with my degree - but my degree, through God's grace, has opened the doors to many witnessing and apologetic encounters with folks at work.

Anyhow, love knowledge my friend, don't just learn it.
~Jacob

__________________
Jacob
Sovereign Grace Ministries
Covenant Fellowship Church
West Chester, PA

"Grace renews nature; glory perfects grace." ~ John Owen
Blog - The Strasbourg Inn