Support your local INSEAD alumni association by signing up as a member in your respective country.
I’ve joined the Singapore alumni association, which is pretty active. They organise a number of social activities, culminating in the annual Monsoon Ball which seems to be getting bigger every year. Usually, paid alumni members get a discount on tickets to these events.
And even though we’ve graduated, the learning continues (not just the partying!) as you also get invited to guest lectures. Also, this may sound nerdy, but you get to use the library services 24/7.