What kind of Majors/military jobs should I do to get these jobs?

Any job that requires a security clearance is always a good first step into landing a CIA job. It shows that you're already a trustworthy individual. Since you're an MP, you should already have a Secret clearance at least. If possible, I would try to see about switching over to MI since they require Top Secret clearances. Plus MI is the closest related field to the CIA.