i will take a different tack from k.lin and human, and say that university is not good for anarchists.
fundamentally university is an extension of the training that we get in grade school (i can only really speak for the u.s. here), in training people to take direction, think socially acceptable thoughts, co-opt socially un-acceptable thoughts for socially acceptable purposes, use other people and anarchist ideas as tools in their academic careers, see the value only in formal education, etc. it is true that university can teach some skills that i would say are helpful, including how to research, how to stick with a project, how to work with other people, etc. and taking away the mystique of university can be a real thing. but every one of those skills can be learned better other places, and is in no way guaranteed by attending school.
(university might make sense to get work--although the practical uses of university for getting a job are vastly overrated these days. and student debt is a monster--but that is not related to anarchist thought, afaic.)
two of the most intense anarchists theorists i know never attended university, and produce tons of literate, significant theory (wolfi landstreicher is one, the other used to write for GA magazine and now does deeply researched books re-introducing historically meaningful authors, like Disruptive Elements).
A kind of answer is something along the lines of: there is nothing that would be the "most useful" thing to study as an anarchist because there is no straightforward anarchist project.
Determining why one wants to go to university seems more important then determining how to be an anarchist in the university, at least initially.
To me, the more interesting route a person may choose to take is not to critique the university to shreds, but determine how to be a critical thinker and use the tools of the university to ones own advantage (this could be intellectual, social, emotional, etc). Eventually, emerge as a being with a critique that could be useful.