You can go into research, finance, engineering, IT, law, teaching, gaming.
For more details you can look at the web site for the American Institute of Physics.
Physics is a very broad discipline with many potential careers, but almost of them require college education. Someone who enjoys the practical applications of physics might become an engineer. There are many fields of engineering, and a bachelor's degree is usually enough to start a secure career (especially if co-op programs and internships are pursued during college).
Someone more interested in the abstract or research aspects of physics would probably major in Physics in college--a bachelor's degree in physics is more general than an engineering degree, so starting a career may be more difficult until the student earns a graduate degree. Most people pursue a degree in physics with the intent of eventually getting at least a Masters (and probably a Ph.D.) Luckily, once someone gets a bachelor's degree in physics, it is usually not difficult for them to get their graduate programs and living expenses paid for, either by securing a fellowship or agreeing to be a graduate teaching assistant or research assistant.
People with physics degrees are more likely to enter academia or government work than people with engineering degrees, who usually stick to private industry.