I assume you already have to take calculus (including multivariable) and ordinary differential equations as part of your physics major requirements. In that case I would pick linear algebra, complex variables, and either numerical methods (if you're into programming), partial differential equations, or group theory (if you're inclined towards theoretical physics).
When I started grad school, I soon found out that I really wished I had been able to take a complex variables course as an undergraduate. My small college didn't offer one. But my first semester included an E&M course taught by an instructor who was really into conformal mapping for solving electrostatics problems. And in other courses I encountered integration in the complex plane. I ended up taking complex variables as one of my two required "cognate courses" (courses outside the physics department).