CFA has a specialized focus. It mainly serves investment banking and management firms. If settling in this industry is your aim then you may think of doing CFA along side your MBA.
However, if you are just looking for a lucrative career then I'd suggest you to do only MBA first, like all other suggested. Complete it, settle down in an industry and then choose a professional qualification which will further polish your career.
In either case, don't skip MBA. Jobs after level 1 only may not be easy to find in today's tough times.