PDEs, Probability, and a complex variables course should be useful but not too necessary. Physics courses where I go tend to teach you the math as you need it, but they may not be as effective as they want to be. It really depends on the professor. Special functions may come in handy if you have a course in them, you run into them as solutions to PDEs in physics courses. Some schools offer a course on Mathematical Physics too. If you are willing to self study I recommend the book "Mathematical Methods for the Physical Sciences" by Mary Boas. It covers pretty much all the math you will need as an undergraduate. It's not very rigorous book, but it is a pretty good one for physics students. Plenty of physical examples, solutions in the back (not too all problems however), and it tries to build off physical intuition.
As for classes that would be useful, Boas on covers analytic methods, so a course on Numerical Analysis, Scientific Computing, or Computational Physics should be helpful. There will often be times in practice where you cannot get an analytical solution to differential equations, when you want to analyze data, or run a simulation which is what is typically taught in these kind of courses.
That is really all I can think of, hope it helps.