This is a really good question. Pick any two from the following list, ordered with number one being the "best":
1. Mathematics
2. Physics, Computer science, and Engineering
3. Philosophy
4. Economics
5. Anything you are seriously interested in, whatever that may be
5. See below
There are some problems with making this kind of list. For example, to a large degree, I believe the best thing to pursue is the thing that you are most interested in. Because obviously studying mathematics won't do you much good if you are completely disinterested and unmotivated to do any work on it.
Secondly, there are far too many subcategories in this list, and I'm not clear which one is better. It is clear that I value mathematics, but what branch? For example, mathematical logic is extremely different from say, calculus, so can they really be grouped together? These questions would require too long to develop answers in this forum.
On these simplified grounds, my reasoning for the list is the following.
1. Mathematics -- Provides training in logical thinking and rational analysis. These are very important, very useful tools. For example, they are responsible for all of our modern technology. Mathematics is the science of breaking down concepts into their exact and precise meaning. It is extremely useful, generalistic, adaptable...
2. Science and engineering -- Similar to mathematical training. I rank them lower than mathematics because they are less generalistic. However, they are often more interesting because they are more relevant to people and so it is easier to connect with them. Hence, for the above-mentioned reason, this item should go first on the list for many people.
3. Philosophy -- similar to above, perhaps better, because as the other person mentioned, it also provides more training in the verbal formulation of ideas and arguments, which after all provides the typical mechanism in which we exchange conceptual ideas.
4. Economics -- This governs the way civilization and society work to an admirable degree. Very interesting because of this importance. Extremely pertinent for the understanding of civilization.
Final note: I also think literature and the arts and humanities are extremely valuable and can provide excellent mental training. I admit I have a strong bias towards the sciences based on my own background. As far as I can tell, the only real reason to rank humanities below the other things I listed is because somehow science/math/engineering has a greater versatility, in my mind. An engineer can be an excellent mathematician, as well as writer and thinker, but it is extremely difficult for an English major to do high level mathematics.