What can I do with a physics and mathematics degree?

I plan to double-major in mathematics and physics (general concentration), but I have little knowledge of the careers I would be entitled to after graduation.

I enjoy subjects in electromagnetism, particle/quantum physics, string theory, and most subjects in mathematics. Would I be better off with a graduate-level degree, or should I begin looking for a career after my 4 – 5 years as an undergrad? In any case, which career choices would I have with either a graduate or undergraduate degree?