I work in embedded systems. A cheap and easy way to see if you like it, would be to get some arduino parts and just start tinkering - play around with sensors and LCD displays, and move up to simple robots or whatever. dx.com is a good source for cheap bits and pieces (but their shipping, although free, is not fast).
Thanks! I'll do that. I have a couple questions, if you have the time. My background is pure Computer Science (emphasis on Software Engineering), not Computer Engineering. How much will that hurt me, trying to break into embedded systems? I'm afraid I don't know what I don't know, from CE. Also, how important is DSP to your job? DSP worries me. I know nothing about it, but what I see looks really hard. I actually like applied math, but it doesn't come easy for me.
There's a lot of embedded DSP work, so it's probably a good thing to learn. That said, I know almost nothing about it, so I can tell you it's not required for most work. What IS required is to know C, inside and out - that's what you'll use, 99% of the time; often very little or no OS support. Try to unlearn what you know about C++ and C#.