It all boils down to your career goals. If you are aiming for quant/S&T positions in BB, go for a top MFE. By top, I mean Berkeley, NYU and CMU, to a lesser extent Cornell and Columbia. If you did work in back office for 2 or 3 years before doing your MFE, that might help you secure an associate position after you graduate instead of doing three years' shit work as an analyst all over again (though the trend is that more and more MFE graduates will have to settle for an analyst position).
Usually, W/E will help you get into MFE programs. However, I start to realize that the W/E advantage is vanishing in recent years. Berkeley used to admit very few undergrads into their program and those who got admitted were truly math geniuses. Last year, however, they admitted quite a few undergrads, some of whom even didn't have any internship experience. I am a Chinese undergrad majoring in economics and don't have any full-time W/E, yet I got into Berkeley a few weeks ago. So I think going to an advisory unit of an accounting firm, or something similar, will not help you with your application to MFE as much as you expect, though it couldn't hurt if you don't take opportunity cost into account. On the other hand, spending one year to strengthen your math background does make a big difference in your profile.