I just graduated from undergrad in mathematics, so perhaps I have less perspective, or perhaps I have a "fresher" perspective! I don't know.

A few classes that I enjoyed without expecting it:

-a class called "Feminism and Science." I would be very surprised if there were classes in feminist science studies at your school, but they have a perspective on rationality and science studies that is unique and valuable.

--relatedly, I wish that I had taken courses in feminism. It wasn't until the last year that I realized how much of feminism deals with things like resolving hidden inferences (first link NSFW!)

--also, science studies classes will almost certainly benefit from having someone from LessWrong in them. So will feminism classes!

-"Politics and Religion," a class about the stale religious metaphors that get used in modern politics. Again you may not have a perfect analog, but a cursory class or two in politics or religion could give a lot of insight about how other people operate, and also expose them to how you operate, if you care about other people's rationality as well. (whereas math classes will be much more homogenous.)

-a topical course from the linguistics department. Linguistics is very, very interesting. When I say a "topical course" I mean I took a course for non-majors which was more of a class in "why people study linguistics" and less in "how people study linguistics." I learned a lot about what makes questions of linguistics important in questions of rationality (again, see hidden inferences above!)

-language classes. I took Japanese, and it was enjoyable, stretched my mind a bit (for reasons detailed in the above class!) and kept my work ethic going. Also let me interact with people from various backgrounds, instead of only math majors.

-Playwriting. I actually expected to enjoy this. Whether it's good for rationality... well there are some applications of behavioral psych, and some ability to learn about how much of the theory of writing actually has a foundation.

classes I wish I had taken but didn't:

-any psychology classes, especially evolutionary psych!

-more linguistics

-more than one computer science course (though I wouldn't want to major in it)

-evolution and ecology

-science fiction-themed literature classes

-I mentioned feminism and science studies earlier

-lots of different languages. Having a designated place and time to speak different languages (at least in my experience) makes it a lot easier to learn, and college is a great opportunity for that that won't come back.

-bioethics, legal studies

-game theory

classes I didn't enjoy as much as I expected:

-real analysis. But that's because I like algebra.

-economics. I once had a TA tell me, when I asked about a question on a test, "well I was grading that problem, and I thought what you had was okay, but the answer key said it was (c) so I marked it off."(sic). I never took another econ class again. Not sure if that would be a problem in other places.

-history. Too much reading and not enough real knowledge.

Repeating stuff I think is important

I think that both feminist studies and linguistics have a lot more potential for carving reality at the joints than, say, mathematical physics. Of course, the background that mathematical physicists have is better for actively doing this, and you might have to fight some cultural battles in feminist studies classes. But rationalists and feminists have a lot in common and I think more crossover is important there.