How important is research experience?

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I am thinking applying to top US MFE programs next year, and I am wondering how important is research experience regarding the candidate selection.

My profile:
-top 3 Canadian university undergrad with major in econ and finance, also taking math and computer science electives(ODE, stochastic process, calculus, probability, c++, java)
GPA: 3.75
GRE score: Q:169/165, V:153/155, Writing:3.5/4 (two times), will retake last time in august

-2 internship, 1 in commercial banking china, 1 currently in funds of hedge funds
I might be offered the opportunity to do research with a sociology professor part time this summer as well, will mainly do data work in R. The reason I want to do research on the side is because I felt currently I don't have a professor that I have worked with so he can write me a good recommendation letter. Do you think it is important to do research with professor even though he is not in the field of finance? I know recommendation letter is really important in the application process but I am not sure if the letter will have strong voice if it is from a professor in other areas.

Thanks for all the advices!
 
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