I got my Math/Physics degree in 2001 and did research for about 4 years. Got really bored and went back to work as a RCT for the Department of Defense (I was a Navy Nuc in the early 90's). I haven't seen much in the way of jobs directly associated with Physics outside of acadamia (spelling....I've been at work for 10 hours and its O'dark 30). What I have seen/heard is that the complex problem solving skill you get from Physics will apply almost anywhere. The MASS majority of my classmates have been VERY successful, even those that went outside of their degree have risen rapidly in their fields.
Someone said it in an earlier post about engineers (you know...the people that kept asking for help in your engineering physics courses) went into management...I've found that to be true, once you get them off a piece of paper they seem to get rather flustered
. I'm glad that I stayed with Physics...it gives you a wide range of things to look at, while engineering seems to be a more direct line up it appears to "lock" you into a direction...just what I've seen. That and Engineers are twerps LOL...."figure out your own damn integral...sheesh"
Best of luck
Ryan