Don't feel like you have to go through channels. Just figure out what you want, and then ask for it. Like if there's a really interesting class, show up to lecture and ask the professor directly if you can sit in the back and listen without enrolling. Or chat with grad students and see if they or their advisors need extra help (programmers, assistants, gofers) for their research. Starting your own club is a great idea too. Like I said, expect rejection. Persistence pays off, and you'll never get what you want if you don't ask for it. (Of course there's an important meta-lesson here that will be even more useful once you get out of school.)