Calvin Seerveld offers some good advice for Christian students attending a secular university. Actually, I think it's good advice for any kind of student in any kind of university. Here are three of his six suggestions:
Major in the best profs, who make you think self-critically and who give solid course content in a field-area that you have gifts for or can be busy with, without noticing the passage of time.
Take a double major, if possible, to promote the ability to do interdisciplinary thinking, a kind of informal philosophy major (if the philosophy available is sophistic, skeptical or "undeep").
Get in-depth knowledge of a certain period: 5th to 4th century B.C. Athens, Renaissance England, Europe around the time of the French Revolution, or America during the 1920s. That is, rather than staying with survey knowledge, get close to a slice of cultural life somewhere, once upon a time, in many of its facets-a form of encyclopedia-historical study. Maybe work for a couple summers or part of a year in an African village, do volunteer work in Central America, or take a job on the south side of Chicago or in Toronto's Regent Park.
Check out the link for the rest of his recommendations.