I have always looked at Heavy Construction as the industry I'd like to be in post-MBA, with Oil & Gas as a strong 2nd choice.
In terms of function, I would like to get into project finance and general management.
Are you talking heavy construction like Halliburton/KBR/Fluor or CB&I or as in Tall High Rises and Large complexes?
What sort of schools are you targeting?
My first preference is in true heavy construction - bridges, roads, runways, underground utilities, etc...However, I would also consider large-scale residential construction and the oil/gas industry.
Halliburton/KBR and Bechtel are both on my short list of companies I would like to work for post-MBA. Exxon and Fluor are also on that list.
I'll be attending Chicago GSB this Fall, where I'll concentrate on Finance and General Management and look to land a finance management internship and subsequent position at one of the companies on my list.