What is the best thing to major in if I plan to get an M.B.A. at a leading university?

Most of the major MBA programs require at least a few years of real-world work experience, so you had best get your undergraduate degree in whatever career field you intend to pursue. You might also want to remember that graduate school at those colleges is VERY expensive, so you had better pick a dagree that will get you a decent earning potential so that you can set aside the needed funds. There's not much earning potential in Applied Mathematics and an MBA is not needed for a career in psychology.