It is important that you don't limit yourself to taking courses, and acquire experience with independently working with data.
Kaggle.com is a website that hosts data science competitions. During the year, students at UTDS work on Kaggle problems together.
Doing a senior-year Independent Studies course, wither with a Computer Science/Statistical Sciences faculty member or with a faculty member whose work is data-intensive (examples range from Ecology to English) would be very valuable. You can approach faculty members to inquire whether they have projects. It is always a good idea to already have a project in mind, and to investigate how your interests and the interests of the faculty member align before approaching the faculty member.
ASA Datafest is an intensive weekend-long event where teams compete on Data Science challenges.
SAMSI Student Workshops are offered by by SAMSI (The Statistical and Applied Mathematical Sciences Institute, a consortium involving universities in the Research Triangle in the US) for undergraduate and graduate students. The Canadian Statistical Sciences Institute (CNASSI) offers funding for students in Canadian Universities to go to these workshops.