Participate in Research
Students frequently volunteer in faculty research labs to learn more about what research is like, gain valuable skills, and to develop mentoring relationships with faculty that can be a step towards a job after college or further study. There are also opportunities to earn course credit for research and even opportunties to earn fellowships for your work.
Before approaching a faculty member about working in their lab learn more about what they do by visiting their lab website. You might also learn about faculty research by attending departmental research talks or seminar series. If you are interested in working with a faculty member you are currently taking a class from go to their office hours or let them know you are interested in their research after class. Remember, the graduate student that you may have as an instructor in a class is also doing research in a faculty lab and they may be looking for students to work with them.
If you are interested in working with someone you don't currently have a class with write them a brief email introducing yourself and what about their work interests you. Here is a link to an example email.
A great way to learn about labs looking for volunteers is by reading the APA's Getting Involved in Reserach as an Undergraduate: Nuts and Bolts and the Psychology Undergraduate Student Newsletter.