The student cinema is a good one to join, they basically show all the stuff standard cinemas do but only charge about £2 a ticket. And the termly All-Nighter where you stay up all night watching 6 or 7 films is great fun.
Sports clubs sucked a bit I think, I joined cheerleading only to find after the first few sessions a squad was picked (almost entirely from the existing members) and no-one else was allowed to practices but "are perfectly welcome to socials" which is brilliant as obviously the 60 or so freshers that joined did so only for the drinking. Lots of other societies focus too much on drinking than the sport itself, especially WarwickSnow! The motto "banter not victory" says it all.