Programming
I learnt this while I was at school, but I (mostly) didn't learn it in school. Programming is such a joy to me, and has given me tools that I've been able to apply to all sorts of things.
If you'd like to learn, you might want to try Think Python or (my favourite) SICP.
Organization
David Allen makes this point in Getting Things Done. Much of life would be easier if everyone were in the habit of actually collecting all of the inputs in their life, asking "what's the next action?", and began planning by focusing on the outcome.
Yoga
Since taking up kickboxing, my flexibility has improved a lot, but I'm nowhere near as flexible as I would have been if I had been in a habit of stretching since my youth.
My kickboxing school also has a yoga class that I've been to a couple of times. I've never done anything else that requires that combination of strength, flexibility, and self-control, and that leaves me feeling so good afterwards. I wish it were part of the regular discipline of my life.
If you're in London, I can highly recommend KB Fitness's yoga class.
Latin
I know, I'm a snob. I do wish I was conversant in a non-English language, and Latin seems a fine choice. While it wouldn't help me be a better trading partner, or actually speak to anyone, it would make me better connected with my civilization's history: the actual Roman bit; the dark Churchy bubonic bit; and the Enlightened, wigged, Whiggish bit when they cared about the Churchy bit and the Roman bit.
One day, I'll finish working through Lingua Latina per se Illustrata and actually manage to read some Ovid.
Failing that, they could have taught us.
Chinese
It's not just that Chinese is a different language that lots of people
speak that's quite difficult to become literate in – although really
that should be enough – it's also that China has a long and rich history
that's very different from Western history and if we were better able to
compare and contrast the two, surely we would understand ourselves and
our present much better.
Data analysis
Turns out that aligning your opinions with reality makes you more effective. News at 11.
Personal finance
Maybe they did try to teach us this at school and I never bothered. Even so, finally getting a grip on this in my late twenties after over a decade of working for a living seems a little slow.
The things that have helped me most with this have been a seminar that my church ran once, and the book I Will Teach You To Be Rich (NB: I greatly dislike his website).
Logic (dressed for battle)
We learnt maths and we did proofs, but I don't remember ever being
asked to evaluate something someone said and point out the bits where it
was illogical. I don't remember any teacher ever saying that there was
a difference between pointing out that an argument was flawed and
claiming that a conclusion was incorrect. I don't remember being taught
tricks like taking every time a politician said "Australia" and
replacing it with "Stalinist Russia" to see if they were actually making
sense.
Drawing
We had a few classes, but there weren't enough hours to get me to be
able to draw. I don't want to be a good drawer of things, but I do want
to be able to put pencil to paper and depict (even poorly) what I see,
rather than first interpreting it to symbols and drawing pictures of the
symbols. That seems a handy mental discipline.
What do you wish we were all taught in school?