We report observations of quantum oscillations in single crystals of the high temperature superconductor MgB_2. Three de Haas-van Alphen frequencies are clearly resolved. Comparison with band structure calculations strongly suggests that two of these come from a single warped Fermi surface tube along the c direction, and that the third arises from cylindrical sections of an in-plane honeycomb network. The measured values of the effective mass range from 0.44-0.68 m_e. By comparing these with band masses calculated recently by three groups, we find that the electron-phonon coupling strength lambda, is a factor \~3 larger for the c-axis tube orbits than for the in-plane network orbit, in accord with recent microscopic calculations.