Math Undergrad Wants to do Master's of Statistics BACKGROUND

I am a Canadian who is just finishing my undergraduate studies in mathematics. I enjoy mathematics, but I have recently realized that I would rather study statistics in graduate school, and I am excited by the idea of working as a professional statistician. I really did not take very much related to statistics in my undergrad (intro to probability, intro to statistics, intro to stochastic processes, advanced probability). I did however do very well in my undergraduate math, so I have solid grounding in analysis, and other kinds of math used in statistics. I also have some research experience through an NSERC USRA (canadian undergrad research award).

Those in charge of the stats masters programs at my school said that we could make it work, and encouraged me to apply (and essentially told me I would be admitted). However, while my school is solid comprehensive research university, I do not think that its stats department is all that amazing. But, seeing as I would be a little behind, it is sort of a positive for me that the program is not super-elite. It is late for my to apply elsewhere for stats this year.

GOAL

My short term goal is to have a good experience as a master's student in statistics - I want to be exposed to both theoretic and applied stats and probability. My longer term goal is to work as a professional statistician. However I do not want to rule out research. 

OPTIONS


Current School offers an 8-month coursework-only Master's, including decent financial support though a TA-ship. I like this because it is short, and what I am looking for in the short term: learning statistics. While I expressed some doubt about the stats department, I have no doubts that the courses will be of high quality.
Current School offers a 16-month Master's with Thesis, with good funding. This seems better and more comprehensive, however that is an extra 8 months during which I could be gaining work experience. Also, because I do not think my current school's statistics department is so great, I am less inclined to commit to research here.
Take some time, take some extra undergrad courses in stats, apply next year to a wider range of stats schools. I am not a huge fan of this option, as I have grown a little tired of being an undergrad and would like to gain some other sort of experience. It is also makes more financial sense here to study as a graduate student.
See below:


QUESTIONS


Is it possible/advisable to use the coursework [masters] at the current school as a way to learn statistics, and possibly pursue graduate studies elsewhere, perhaps after a period of working? Is a non-research masters an asset at all from the point of view of admissions to other graduate programs?
Because (1) seems convoluted, what are further pros/cons of the above three options that I may not see? 


(On a meta note: I think in many ways this question could be applied to any field, I am not asking a whole lot about Stats specifically. So I hope it is considered appropriate, I am not so familiar with SE Academia.)
The good news is that it almost doesn't matter which path you take; you've got sufficient drive and determination, and from your observations about yourself, skill.

You're clearly interested in getting out there and working, which is great. Just remember that the work will always be there (for decades and decades to come), and that your time at school will be finite; try to enjoy it. :) 

To that end, I believe Option 2 is a really good option for you, and is the least risky option. TA-ships are fantastic, and if you can score one while being in school, it really helps cut down on financial pressure. Additionally, you're giving yourself time to really develop your own stats knowledge which will help you in either corporate or research environments. Even if your stats department isn't that great, your research is what you make of it; plenty of awesome people have graduated from non-elite universities and have since done amazing things, and it's not unusual to seek a little guidance or insight from people outside your department. Besides, if you're as talented as you sound, being a shining star in a department has its advantages. ;)

Getting to your Question 1, if you finish your Bachelor's while taking extra stats coursework, and then enter the workforce, that's fine, but it then becomes harder to reenter grad school due to various other real-life factors such as having to fully support yourself, possibly getting married (and/or having a kid) which may bind you to some location, and so forth.

Also, maybe your prospective job after Bachelor's will pay for your education, but going to school under those circumstances takes a bit longer, and it also means the school will have to be close to your job (unless it's an online program or whatever). It's just too easy for complications to creep in once you step foot out of school.