It's hard to go into what's available without knowing more about what area of physics you're interested in. If you're not interested in a faculty position, then most jobs would be in the industrial sector. Some examples of jobs include:
geophysics - lots of work in the oil and gas industry, as well as related mining (diamonds, coal, etc)
astrophysics - jobs could include working at observatories or telescopes, or research positions at NASA or APL, as well as more theoretically oriented projects
condensed matter - this is a huge area, especially in industry. There are dozens of labs studying semiconductors, superconductors, material and interface physics, optics, lasers, laser spectroscopy, nanotechnology, electron microscopy, etc, etc, as well as related areas in biophysics applications
medical physics - research in radiation techniques, diagnostic imaging, MRI, NMR. This could be done at independant labs, hospitals, cancer centers, etc.
nuclear/particle physics - research in nuclear energy, or various things at particle accelerator facilities
As you can see, most of these involve research in one form or another, generally in a non-academic environment. Keep in mind that these are just examples, there's no guarantee that some of these would be available at any given time.
Also, physicists often branch out into other areas beyond physics. Typically, physicists are not only highly trained in physics (of course) but also mathematics, computers (programming, numerical analysis, etc), electronics, and various other skills that apply equally well to other research areas. Examples include chemistry, biology, mathematics and engineering positions.
Here are some quick links I found that may provide some further info:
http://jobguide.thegoodguides.com.au/text/jobdetails.cfm?jobid=147
http://www.princetonreview.com/cte/profiles/dayInLife.asp?careerID=116
http://www.physicspost.com/articles.php?articleId=17&page=3