What can you do with a philosophy major? 

Well, just about anything.

For the most part, people want to hire interesting, educated people.  Philosophy majors are interesting, educated people.  You do the math.

Here are a number of people who studied philosophy at one point in their lives.  They are all interesting, educated people.  And there is no single career path or system of thought that defines them.  They are, in short, philosophy students.