You asked what should you study/research to best prepare you for your career, not get a job.
The best way? Read as much as possible about it all, and more importantly, then talk to experienced PM's about what you're learning.
That's the crucial point. In school and reading you will learn the theory, but only by talking to those that have done it will you find how that theory can be applied, which works when, and the why's. There's simply no substitue for experience, even it it's someone else's. Take these boards for example. A large number of us have been doing this for years, sometimes decades, but I would imagine we're all learning from the answers we see here. So interact with as many PM's as possible.
I would argue against Doug B's advice on the certification to start, especially as the #1 on his list.
There are two problems with that -
- some of them (P2 for example) are specific methods. So unless you're going to be working in a PRINCE2 shop you'll have no need for it.
- The CAPM and PMP rely on the PMBoK Guide which addresses a number of topics, but doesn't really help as far as how to implement them. There's a danger in that of "too much information".
Certainly there's a learning aspect with that, but without the counterpoint of experience to temper it, it can be a problem. All too often I run into PM's that quote the PMBoK Guide or try to manage projects according to it. And that just speaks to the lack of understanding. To highlight this, the single most often used "input" in the PMBoK Guide is "expert judgement". Without experience or external references you don't have this.
So I would focus on learning the concepts from your program, but then bringing them to forums such as this and asking more questions.