I am a double major in film and psychology, and I went to grad school in film
production in Chicago.  Personally, I would like to make features, but for
now, I am making TV commercials.
The combination of these two fields of study certainly compliment each other
well in the advertising industry.  Audience psychology, perceptions,
marketing, etc...
As for a school that emphasizes both...none offhand BUT I recommend you get
your hands on a publication of the American Film Institute called GUIDE TO
COLLEGE COURSES IN FILM AND TELEVISION.  It was most helpful when I was
researching grad schools.