After solving any given problem, reflect on general methods that would allow

solving a bigger class of problems including the one you've cracked. For any
miracle of intuitively seeing a solution method (or noticing some useful property),
look for ways of more systematically inferring a workable method that don't rely on
miracles. Don't consider a problem solved just because you solved it (i.e. used
your intuition), you should also figure out how it could be solved (i.e. know in
more detail how your intuition figured it out, or know a method other than the
unknown one used by your intuition).
One thing I worked on in particular is formulating good solution strategies, where
I could see the general steps of a solution (or the steps of a good approach)
without having to actually fill in all the details of the approach; this involves
having good heuristics for figuring out what is true/false and what can be proved
without too much effort (and then deferring the actual proof until later when all
the pieces have come into place).
For harder tests, the benefit is in not ignoring low-hanging fruit, and training to
look for any opportunity to get better reliability, performing cheap checks and
selecting more reliable of any alternative sub-steps. On the other hand, ordinary
exams are often such that a well-prepared applicant can solve all problems in half
the time or less, and then the failure would be not taking advantage of the
remaining time to turn "probably about 90% of solutions are correct" into "95%
chance the score is perfect".

Learn to convert time into reliability of a solution. Don't just solve a problem
(in the contest setting), but check correctness of the solution from as many angles
as remaining time allows.
Generalize the problem, solve in general, check that the general solution gives the
same answer on edge cases as straightforward solutions in those cases. Solve using
a different method. Infer additional facts about the problem that it doesn't ask
you to infer, and infer from those facts other facts you encountered. Reduce the
problem or parts of the problem to different formulations, solve in those different
formulations, translate back, check that it fits. Invent redundant overlapping
subproblems just to compare intermediate results. (Whichever of these is most
natural.)
(This is the greatest piece of low-hanging fruit that I never collected. In
particular, knowing this trick of converting time into reliability allows to get
perfect scores on simpler tests and not lose points for harder problems that you
know how to solve in principle when there's enough time.)

Skill: Productivity/Munchkinism. Not giving up in pursuing a difficult worthwhile

goal, always acting on the best available plan, including the search for a better
one. Ability to convert additional time and resources into additional (if slow)
optimization, as opposed to wasting them.
Subskill: Creativity, ability to generate new prototype ideas and refine them,
modifying and combining known things to gradually reach into new territory.
Subskill: Scholarship, ability to collect ideas and skills from elsewhere, for
future use as building blocks for your problem.
Subskill: Optimization of own activity. Creatively looking for better ways of doing
things instead of only following a fixed routine. Improving effectiveness of the
routine past the point of satisficing a "reasonable" level (where that's
consequentialistically helpful).

The critical skill for creating large amounts of value and quickly growing your
earnings is understanding what people value. Most people, especially STEM majors,
are really bad at this. They are not able to effectively model the business and the
people they work with, so they end up spending a lot of time and effort on elegant
solutions that seem useful but aren't what the business values most. So how do you
learn what people value? Spend a lot of time improving your communication skills.
Write a lot. Talk to people a lot. Gain a general sense of business by reading
books like The Personal MBA. Check out sources like Ramit Sethi's I Will Teach You
To Be Rich, which is absolutely phenomenal despite the sketchy name. And of course,
consistently ask yourself/your boss/your customers if what you're working on is
what other people value, or if it's just what seems to be urgent.
Social skills are certainly important. There are two major branches of social
skills, the first lets you work better with others, and the second ensures that a
large number of people know that you are competent. Develop both. The classes you
mentioned (improv, public speaking, etc.) are definitely helpful. You may also want
to read books like The Charisma Myth by Olivia Fox Cabane, I and several friends
have found it extremely useful.
Most advice regarding majors is targeted towards median outcomes. The strategies
for maximizing your mean earnings over a 40-year career are quite different. For
example, more specific technical majors (e.g. petroleum engineering vs. CS) tend to
have higher median earnings but less opportunity to shift fields, which in turn
means lower mean earnings assuming you're already above a certain baseline level of
competence. Technical majors are definitely highly valued and well-respected, so do
a STEM major, but try to make it something relatively general like CS, Math, or
Physics.
You should definitely come out of college knowing how to write code-even if you
don't intend to be a programmer, a strong understanding of what can and cannot be
automated is helpful for almost everyone.
Another next critical skill is learning to negotiate your salary-most people do not
negotiate at all, despite the fact that a 15 minute negotiation is often worth
thousands of dollars. Again, I recommend Ramit Sethi's book as well as several of
the writings on Patrick McKenzie's website.
Finally, try to work in industries with a lot of change, such as technology. You
may end up earning less at the beginning of your career, but it offers much greater
opportunities for advancement than relatively sticky industries such as oil. If
you're ambitious then over 10 years you'll probably earn more in a rapidly changing
industry than a slowly growing one.