I talk with a lot of students, both undergrad and grad, about what classes they're taking or planning to take. These are some of my general recommendations.
1) Business - Take classes in business so that you develop a sound understanding of business principles. A lot of undergraduate programs are now recommending or even requiring a minor in business, and many of the graduate programs are a dual program of MBA and master's in sports. If your sports degree program doesn't require them, look into taking some business classes (finance, accounting, marketing, organizational behavior). These classes will never hurt you, even if you later choose not to work in sports.
2) Business Writing - Writing a research paper or a blog is very different than writing a memo or email for business. Business writing requires you to be succinct (usually 2-3 paragraphs) in explaining a problem, for example. It should offer possible solutions to the problem and your recommended solution. A lot of leaders just don't have the time to read all the details that you might want to include. They hired you to do a job and good leaders trust their direct reports to relay the pertinent information. We've all been in the class where a professor has told us that our paper has to be a minimum of ten pages, even if we think we can make our point in only five. In business, less is more when it comes to writing.
3) Public Speaking - The vast majority of people--me included--aren't incredibly comfortable speaking in front of a group. Take a speech class (or two) so that public speaking at least becomes bearable. These classes will hopefully help you learn what your personal "ticks" are--rocking back and forth; saying um, like, or you know; standing with legs crossed; trailing off at the end of your sentences (one of my worst habits), etc.
4) Foreign Language - Even if you end up not putting it to use, knowing a second language will never, ever hurt you. In an industry where we're all trying to find something to set ourselves apart and get our resume from the large stack to the small stack, a second language can often be a differentiator. If you want to work in baseball, why not take Spanish or Japanese? If you want to work with the International Olympic Committee (IOC), the IOC has two official languages--English and French. If you want to be an agent who represents distance runners, a lot of successful runners come from Kenya and Ethiopia. Learn Swahili or Amharic. I'm sure you can come up with a lot more examples. If you can become conversational or fluent, great; but even if you can't, at least understanding some of the phrases and being able to read a little will be helpful.
There are a lot of other classes that may seem obscure, but could help you. Look at job postings and see what some of the most common areas are where people are hiring. I often see entry level positions in sales and database marketing. Database marketing has become huge. Take an introductory class on databases so you can understand what people are talking about. Sales skills are always a plus. A lot of people cringe when they hear "sales," but it's not a dirty word. If your university offers those classes take them. If you can be a money-maker (sales) versus a money-spender (ops and event management, as I was), you can get a job almost anywhere. As my friend Lou Valentic at K&K Insurance says, "Nobody eats until somebody sells something."
It would be interesting to know how many people in sports are continually educating themselves on the new trends, whether it be technology or something else. Who knows, you may get into an organization and become the "expert" on a topic just because you know a little more about it than someone else. Just remember, education and learning shouldn't stop just because you leave college. Be sure to carve out time for your own personal development once you land your dream job in sports so you can continue to be the expert in whatever field you choose.