Along the lines of DukeofDuke's suggestion, I would recommend getting involved with your school's undergraduate physics society if there is one (or even starting one if there isn't). This is a good way to network with senior students, grad students and professors, and like he suggested, will give you a group of friends you can discuss physics with.
I would also recommend attending departmental seminars as much as possible. As an undergraduate, a lot of the material may go over your head, but most speakers will give a general introduction to their work in the first few minutes that should be understandable. This will give you an idea of what kinds of problems local professors are working on, what's involved in the research, how talks should be (and sometime shouldn't be) put together, a survey of problem solving approaches, exposure to fields you may not know so much about, etc.
As well, I would encourage you to ask lots of questions at seminars. When I was an undergad, I was always afraid to ask questions generally because I was afraid I might appear ignorant. In hindsight, I don't think anyone would have seen me as anything but a curious student. (And if a professor remembers you as 'that kid who asks a lot of questions in seminar' it will give him or her something positive to say in a reference letter later on).
If you have a chance, attend an undergraduate physics conference. This is the Canadian one:
http://www.cap.ca/edu/cupc.html