Believe it or not I know a very tiny bit about this (I can’t say any more 🙂 ). Psychology would be OK, but my guess is that languages Russian, Chinese, Urdu, Farsi or Arabic would be good right now (for MI6). Analytical subjects such as Maths and Physics would be valued too, I am sure, but they would also be looking for people with strong communication skills (so English, Politics etc) might be good. Finally I believe they are interested in your personal qualities ability to make friends easily and not blab about your contacts too much!
So – what skills does a secret agent need? Many of them are the same skills that scientists need – highly tuned analytical skills, quick thinking, bags of imagination and a cool head in a difficult situation (eg when your experiment starts to go wrong and you need a quick fix).
Of course you probably need to be good at martial arts, shooting and free running!
So I would suggest a joint honours course in Science and Extreme Sports… 😉