@logosoverpathosm I did not shadow any doctors, and I only volunteered at a hospital for a bit. I did have some unique medicine-related extracurricular activities that won me national awards/recognition.
I did do medical research, and I found a position at a lab at a nearby university. You can also apply to programs like RSI, SIMR or Simons Research Fellows etc. to gain strong research experience and hopefully win some awards/produce some publications.
I don’t know if I would recommend BS/MD programs in general, but I would definitely recommend the program that I joined, the UCSD Medical Scholars Program. The only other BS/MD programs that I’d also strongly recommend are the Brown PLME program and Northwestern HPME. Feel free to message me if you’d like to know why I specifically recommend these BS/MD programs over others! 
And to answer your last question, any volunteer work is great! Do what matters to you and what you find interesting, not what you think adcoms want to see.