Acrobatics & Athletics. Get trained in all this stuff, whenever and however you can. You've got a lot of natural agility and potential, you just need experience in using it. Also covers skills like parkour, for those who don't have movement powers already. Being able to get around, and get into (or out of) hard to reach places is super helpful. Let's see the cops chase you when you can jump rooftops and they can't.
Economics. I don't mean macro-economics. Nobody's asking you to predict the next recession. I mean things like: how budgets work, how to plan your spending, but more importantly how money flows through the financial system. A lot of amazing capers have been pulled off because some villain noticed an obscure detail about how money moves.
Martial arts. Go join a dojo and work your way up the belts. You don't need the physical fitness (your body is super, duh), but knowing leverage, striking, and control will let you make use of your natural strength and agility in better ways. And if your powers are suppressed or drained or something, you'll have it to fall back on.
Law. Every villain should be passingly familiar with civics, due process, and other niceties of the legal system. Being on the wrong side of it makes it important that you know your options.
Police procedure. A related topic. Knowing how the cops work, the rules of evidence, chains of custody, and so on will be a big help. A skill you can't learn at school, but you'll need anyway, is the unofficial rules of the police in your chosen city. Find a more experienced local villain and ask respectfully, or go hang out with some gang members for a bit.
Psychology. Learning how people think lets you predict them, and prediction provides control.
Science. Specifically, the sciences that cover your powers. I got into physics to understand electroweak forces and what I could do with them, and I discovered a few neat things I never knew I could do.
Don't whine at me in the comments with stuff like "Mr. Big, I became a villain to have fun! I don't want to go to school to do that!" My advice to those people is: cut the crap. Doing anything well requires some investment. Don't look at this advice as a burden. Look at it as an opportunity.
Besides, it's not anywhere as bad as you think. What, are you worried about repaying student loans? Get real. Is sitting in class not your idea of fun? I totally understand, but after class, all those schmucks are going back to the dorm to get drunk, or returning to their homes to watch "American Idol" and feel miserable, while you are heading to Vegas to carve your name in the side of the Luxor! You have a more exciting life than 99% of the people you will ever encounter!
Mr. Big's words of wisdom: education plus effort equals excellence.