These colleges appear in a Princeton Review sampling, “Great Schools for Mathematics Majors,” and in some cases offer significant merit scholarships (unscreened):
Agnes Scott
Bowdoin
Bryant
Bryn Mawr
Caltech
Carleton
Holy Cross
College of Idaho
Grinnell
Hamilton
Hampton
Harvard
Harvey Mudd
Haverford
Macalester
MIT
Randolph
Reed
Rice
St. Lawrence
St. Olaf
SUNY-Albany
U.S. Coast Guard Academy
UChicago
URochester
Wabash
I agree with @ucbalumnus that you should review respective math curricula for suitably advanced math courses. For further breadth and depth, a Budapest semester may be encouraged at some schools.