I'm far from a VC, but I've met and talked to a bunch. I'm an undergrad business student myself.
So apparently the most common route into VCs is Investment Banking - most people do a 2-5 year stint, grab an MBA, and hop into a hedge fund, PE, or VC.
Alternatively, lots of guys come out of PE shops themselves- KKR, Blackstone, Silverlake, etc. Then there are the odd men out that come from consulting backgrounds - McKinsey, Bain, BCG, Oliver Wyman, etc.
And then there's everyone else. Start-ups, tech firms, you name it.
Hope that helps a bit.