I finished my undergrad and did my MS at Ohio University. I am about 99% sure that the coaching science program there was the first of its kind in the country and remains one of the best. Everyone in the program seemed to get in to collegiate or pro level coaching positions after graduation.
The other options are going to be for motor learning, physiology (most are not sport related though) and biomechanics masters programs. Penn State, LSU, UNC, UT, UF all have solid programs.