The Game Developer magazine's has put of its annual survey outlining the average salary in the game development industry. Here's a quote:
In the midst of rampant consolidation and talent-shifting in the game industry, programmers continue to enjoy high salaries relative to other development disciplines, whether they work on development tools, gameplay, animation, graphics, physics, networking, AI, or hardware engineering. But as the next generation of consoles looms, subtle shifts in the employment market are already taking place as studios cast an eye to who will carry them smoothly through the transition. Once again the existing talent pool will face an "evolve or die" prospect with new technology.
The full survey can be read here