Hello Chapers and welcome.
All good advice from the guys here. If you are looking for sponsorship, then maths and physics A Levels will stand out, plus they will put you in good stead for what lies ahead in terms of groundschool. I think the general concensus is that a degree is a good thing to have and will allow you to have something up your sleeve if things don't go to plan.
I am sure you have thought about this, but I would be tempted to say have Plan A and Plan B. Plan A being airlines, snap me up and let me get my hands on those big shiney jets, and plan B being, lets empty my piggy bank to pay for my own training. Don't get me wrong and I don't mean to be negative, but sponsorship is very competitive and there only tend to be very few places in comparison for the amount of people trying to get in.
In terms of actual graduate course subjects to study (if you choose a degree of course), I guess it really depends what you are interested in. From a personal point of view, and I think it would be a good move to study something that will show you are motivated towards becoming a pilot. If you are sitting there be quizzed in an interview as to why you did a degree in knitting as opposed to why you did Aerospace Engineering the latter is obvious. I did a degree in Aerospace Engineering, and one thing that I am finding now with the ATPL syllabus, is with alot of the tech stuff I have seen before and it eases the pain a little.
Anyway, sorry to ramble on, good luck with college.