A language will always fare well, as engineers tend to travel a lot. In Europe, there's supposed to be a great demand for engineers, so learning French or German might be a good idea!

Another interesting possibility is the combination of Mechatronics with Japanese, as I think Japan is the place to be for robotics. =)

An Arts degree can also major in economics, I think, which could be quite useful just for some background knowledge in business (as all engineers will be exposed to some sort of business process).

Otherwise, fill up your Arts degree with subjects you enjoy!

This answer applies for any engineering major unless stated otherwise.