Harvard professor, Michael Mitzenmacher, has a post on his blog titled What Else Should Grad Students Be Learning?
He highlights skills such as: time management, writing/speaking, leadership, and entrepreneurship. It's a good list. However, I would be interested to know what skills grad students should be developing that differ from what people should be developing in the 'real world'. In fact, I think industry can teach you these skills faster in many cases because the environment can be more demanding with near-term revenue and jobs on the line.
Personally, I think grad students should learn about funding and the grant process. This is similar to the reason that programmers in industry should know the basics of business and managerial accounting. The bottom line is that techies need to be able to live and communicate effectively with a non-technical audience, some of whom may be their bosses.