I can give a few things that aren't exactly laboratory research, and you may not even use physics...but all the skills you've acquired while learning physics can be used. So I'm going to give you a list that involves careers outside of physics, even though you're getting a physics degree.
First, let me just say - even with a B.S. degree in physics: you can become WHATEVER you want. The fact is that you possesses high analytical skills that will be useful in any field. It's what you make of it, and how hard you're willing to work for it.
Here are only a few things from the vast sea of opportunity available to you that are common for physicists:
- Software Engineer
In your physics courses you may have played with MatLAB or Mathematica, and this puts you in a position to have some knowledge of how programming works. You just have to sell yourself well.
- Doctor (Radiation Oncologist)
You can always get a MD or find a residency program and become a doctor! Radiation Oncologists deal with physics concepts, particularly in high energy physics.
- Patent Attorney (Just by passing the patent bar - quite an small investment in time for the benefits you'll gain)
- Patent Lawyer (You'll need a JD for this)
It has been common in the last decade for people with technical backgrounds to apply their skills to the legal world. By knowing some things about physics, you will be able to better understand some of the inventions people come up with, and intellectual property is a hot field.
- Business (Management Consulting, Banking)
Putting your analysis skills you've developed from endless problem sets to good use, you'll be able to help big companies make big decisions.
I've given some fields that seem to be unrelated to physics, just to give you a feel of the options out there.
If you wanted to stick to physics, you could become a high school teacher. But if you really wanted a job that uses physics directly, I think you would be better off in research, so you could look at national labs, or industry labs. And to work on more interesting things, you would probably need a PhD.
But the point is, you can do anything you want. It may be harder to get into some fields than others, but try to follow what you love. If it's physics you love, though, just make sure you understand that becoming a physics professor is like making the NBA.