Get As and Bs in all your classes. More As than Bs. Work lots and lots of problems in all your math and physics courses. This is your best early work toward your GPA and doing well on the PGRE.
Figure out how to get into research as soon as you can. Do your very best in every research opportunity. Your research advisers' recommendation letters and any publications you co-author will be very valuable to you.
The above points cover the most important 4 aspects of your grad school applications: GPA, PGRE, research, and recommendations.
If you think other activities are important enough to take time away and reduce your accomplishments in the above areas, you are probably wrong.