Arts
Graduating with an art degree means you have specialist knowledge but it tends to be unspecific to most work practices unless you are looking to start a direct art career. On the other hand, there will be many options available to you and with some retraining you can use your creativity to its full extent. It is important to make sure that you make correct decision early on in your professional development as once you have delved into a specific design career for example it can be difficult to change (for example switching from interior to fashion design). IT skills could be very helpful whether it is learning Computer Aided Design (CAD) or html so that you can get involved in design jobs.
Entertainment
Working in the entertainment industry tends to be based on the experience and talent that you have rather than your education. You need to get out there and perform as much as possible.Studying is a good way to show case you talents though and will enable you to build up a range of contacts and industry knowledge. There are many courses that can be studied from music or drama to production degrees. It will help to have specific job roles in mind when applying for a degree to know what course to study (e.g. radio production).
Media
As a fashionable, popular industry, getting that first full-time job in the many types of media and new media is highly competitive and requires experience to stand out from an ever growing crowd of hopefuls. Once in the media there will be plenty of opportunities to learn on the job or courses you can attend as you get more involved, but getting in is not so easy.Graduates with degrees in more vocational media courses such as Film or Photography may well be given the chance to do a work placement and that is an ideal way to make future contacts. Make sure you network as best you can if given the opportunity. If not, then try to organise something productive and related to your preferred career path for your vacations - working part time in a café may pay for a few student bills, but it will not help you build a strong CV for a media job. Even if you can only spare one day a week, do so as you will reap the benefits when you leave university.
Non-vocation specific degrees that are useful in media include any Media Studies course or its variants such as Media Design, Communication Studies along with more theoretical courses in the arts such as English. Once graduated you may be able to get onto a training scheme with a major media company if available or might want to take a short vocational training course. The smaller (and most major) media companies tend to want only people with experience or proven ability, but an internship or unpaid work with them is worth exploring if you can afford to go without full-time work for a month or so.