I think the important thing is showing that you are doing something constructive with your time. It shows you can multitask and prioritize responsibilities. I don't think the types of activities are important, and if you don't have time for clubs because you need to have a job, or you are taking extra classes, or whatever it may be, I think the main thing is to point out how you were using your time and the skills that you gained from that. When I am interviewing or looking at candidates I like to see that they were able to handle their classes along with some other responsibilities and still keep their grades up.
Hope that helps!