Focus on building the strongest quantitative economics degree you can.
The thing is that ER (equity research) is going to be analytical and quantitative and trading positions (like you see in the movies) are moving to either quantitative trading or algorithmic trading.
So really the best thing you can do is build on the quantitative skill set.
I'd suggest: Calculus II, Intro to Econometrics, Topics in Econometrics, Game Theory, Calculus III and Differential Equations.
My suggestion is check out the forum Wall Street Oasis and really comb through their Equity Research forums. Its a great resources for this.
Also start studying for the CFA now. It's practically a requirement these days for ER positions.