Subject-relevant extra curriculars are always a bonus - work experience, visits to lectures, related clubs, reading books, summer schools, competitions, awards etc. For example, if you want to do maths you could consider going to a lecture, going to a summer school, doing the Maths Challenge etc. What are you hoping to apply for?
Then you can have general extra-curriculars. The two most popular ones are music and sport; if you can give some sort of proof for them (gaining grades, being in a band, team captain, been in a borough competition etc) that's good. Also think about your involvement generally with the school - prefects, school councils, head of societies, helping with Year 7s, mentoring, helping with homework, house captain, charity events, speaking at public events, organising the Christmas fair... list is virtually endless.
Finally, think of things you can be doing outside of school - you can be part of a youth club, a youth council, have a part-time job, volunteer somewhere, be part of the Red Cross, a Scout/Girl Guide, go to Music school.... and interesting hobbies such as rock climbing, scuba diving, swimming with whales or whatever. To prove such things you can do awards like Duke of Edinburgh, Queen's Guide Awards, Millennium Volunteers etc.
But don't do it merely for your UCAS form - do it because you genuinely want to. I think it is OK if 'buffing up your CV' was one of your motivations for extra curricular stuff, but if it's your only motivation you really won't enjoy it.