I also adore CMU because of it's absolute fundamentals teaching that allowed me to teach myself web development in such a short amount of time after leaving nuclear engineering.
The one thing CMU taught me was how to work and learn anything. That's what I do and being a startup guy was a good fit for completely unrelated reasons (mainly my problems with authority).
In my undergrad course load, I had very little time to work on the projects I already had, let alone starting something cool on my own. However, that course load was so much tougher then normal employment life, that once I graduated, I could learn so much more while being very underemployed. This underemployment led me to the one place where I could learn everyday and solve cool problems => startups