I did quite a few extracurricular activities at school - various reading clubs, chess, choir, orchestra, a lower school assistance scheme - because I was interested in all those things. I think I got a lot out of them and hope other people got a lot out of me doing them.
If there's an extracurricular activity at school that looks interesting, it's definitely worth going in for it. Often having everyone focused on one topic of interest to all helps smooth social situations that would otherwise be difficult. There's also a limit as to how much social teasing can happen when a teacher who is interested (or better still passionate) about the subject of the activity is running the activity.
If no such activity exists, you might want to consider starting one of your own based around an interest you have. That said, for the purposes of university/college applications, an out-of-school club is as good as an in-school one, so it's worth looking up groups in your area that do things in your area(s) of interest. That was certainly the case with the universities I applied to - they looked upon all types of club as interesting things that rounded out a candidate. They did favour students who could show evidence of at least one (in- or out-of-school) extracurricular activity because there was emphasis on students pursuing a rounded lifestyle, possibly promoted by the 200+ clubs on offer by various parts of the university!
Part-time jobs, work experience and sporting activities (group or individual, but preferably as a member of a club and/or taken to competitive level) were also looked upon favourably.
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