I got great research experience and practice with academic writing in the Psych department in Duke. Getting hands-on research experience at Duke was very useful in applying for jobs after undergrad.
I would make sure you do research practicum positions as an undergrad and get experience conducting research. I would also be careful going straight from undergrad to masters/PhD programs. I think taking a year or two off can provide valuable perspective before going back to school. And don't be afraid to reach out to professors and current students at masters/PhD programs to see if they think the program would be a good fit for your interests. Current students have very valuable information about funding availability, climate of the department, professors who are good/bad to work with, etc and are usually willing to share that knowledge with prospective students.