My recommendation is for a science focus because it's what I'm familiar with.
My recommendation would be to go to a decent school in the States (that isn't too expensive) for your Bachelors. Get to know profs, especially in the areas that you are interested in and especially if they have any connections to ETH. Where you go for undergrad matters a lot less with a PhD.
A year before you graduate you should be in contact with profs at ETH in whose labs you would like to be doing you PhD. Notice I have skipped right over the masters. If you want a PhD and are coming from the states you can skip the Masters which I completely recommend.
Anyway, now you are in contact with these profs - because you need to have a place and funding. In the last year you should be applying for scholarships - this involves getting a project outline/idea from a prof where you want to study and reworking it into your fellowship proposal. You can often get funding without a fellowship but when you bring your own money it's much better, it helps you win more money in the future and it demonstrates you are serious about working in that lab.
I could even recommend visiting Switzerland during a summer before you graduate and writing to profs and just saying you are traveling in the country and you are really interested in their work and you are looking to do a PhD in Switzerland and want to know if the Prof is available for just a *short* meeting for a coffee (your treat) to talk about their research and working as a PhD in Switzerland. This isn't necessary - but if you want doors to be opened...
PhD's in Switzerland, especially at ETH pay very well, especially compared to poverty wages in the States and Canada. The degrees are also shorter, and it isn't because they move quicker. It changes from university to university but where I am the students spend more time marking/TA'ing compared to my old university. Having worked with/been a PhD in Canada and EPFL, when you finish a PhD here you just have done less work to get the PhD, which isn't to say PhD's are bad here. Great students can do as well in the shorter period of time as a longer time. Poor students can be pulled through each system and given a PhD at the end, but perhaps in the States more bad students drop out given the bad pay and longer years.
Finally, if you are talking about PhD just be really sure you actually want to get one. You might get paid more at the end but if you started working after undergrad and work your way up in a company I think it is only rare PhD's who over the lifetime will eventually earn more to make up for those years spent on education instead of working, advancing and investing. Of course, ETH is shorter and pays better so the loss isn't as great as in the States.
Really think if a PhD is going to get you what you want. You will be overqualified for many jobs and they will refuse to hire you because you are too expensive and they are worried you will show up, be bored and leave after they've paid all this money to train you. You will be limited to the places that you can work, this is especially a problem for people I know with spouses and especially if both are highly educated. It's hard enough for one person to find a job, let alone the second person finding a job in the same area. When you are hired, you will be hired on as salary and expected to manage people and projects, so really think if you want to be a people/manager person. In science with a PhD, you don't get to disappear into a lab and just do your work. This isn't to say don't get a PhD, just really think about it - more than just thinking 'more education must be better'.