An alumna form my university gave a speech to the engineering freshmen, she said that of all the things she learned at university the most important one was how to organise the engineering ball.
So, to belabour the point, perhaps the most universally important and useful skills you could learn are the ones of communications, organisation, networking and influence.
If you are looking for skills for which there are actually courses, consider technical drawing. It is extremely helpful in engineering, and I'd suppose physics, to be able to convey your idea for say experimental set-up via a clear, easy to understand drawing.
To further elaborate the question: What are the most universally and most useful skills one could learn at a university? Currently, I am studying physics as an undergraduate and I am thinking about my career options. I have gotten opinions in other forums as well but I would really like to hear your thoughts and I also think that other LessWrongers would find such a list useful. To give you a rough idea of what I mean I have two examples:
What are some other skills along this line that are universally useful?