You need to add value to yourself from day one of university. This means doing more than concentrating on your degree course, as a good academic record is not sufficient. There are a number of events put on by employers on campus to help you, plus a number of firms (especially in investment banking) run first year programmes which give you a taster of what it would be like to work there.
Becoming a member of the board of a society, or even starting your own society, will look great with employers because it shows that you have used your initiative and achieved something. Hobbies, sports and music are all enjoyable but also contribute to making you a more employable person. All these things are more important than the degree subject you study.