My chapter tries to get out and support some of the other on campus organizations. A few weeks ago a group of Alpha Chis went to a dinner sponsored by the Hispanic club on campus.... we got cut-rate admission too!
I think it's good for GLOs to try to be involved with student orgs as much as possible. Sometimes GLOs can seem like they're closed off to everyone else. If greeks have highly visible involvement/support of organizations then the campus orgs are likely to return the favor when it comes time for philanthropy events, etc. It's just good for the image of the GLO in general to be involved.
There are always exceptions, however. A sister got reamed out by the school choir director when she joined AXO because he "knew" that Alpha Chi wouldn't give her any time to sing.