The main pillars of almost all undergrad physics programs will be:
Classical Mechanics
Optics
Statistical Mechanics/Thermodynamics
Quantum Mechanics
Electricity and Magnetism
For math you will need at minimum Real Analysis, Vector Analysis, and Linear Algebra (not in the same depth that a math major would cover these, but a decent working knowledge, with more emphasis on the first two). Complex Analysis, and Tensor Analysis/Differential Geometry would also be useful, but are more often taken in graduate school, I believe (most of our students don't take them, though more have taken differential geometry than complex analysis).
Some schools will have an advanced laboratory course (ours is called Quantum Lab I-III) where you learn the process of conducting real lab research (error bars, significance of results, etc). I've been told that most undergrad departments don't have this and its usually done in graduate school (told this by seniors who found out from other students in their REUs as well as some of our newer faculty hires).
Personally I find all of my physics courses fascinating. Not so thrilled with my math classes (bored out of my mind by them actually), but that may be because (for some reason) we have to take the engineer's math classes, rather than the math majors' math classes. Some classes are more difficult than others. Our electronics course was a nightmare. I studied 15+ hours per week for that class alone, 30+ hours the weeks of exams. It was awful. Starting with Thevenin's Thm. and single battery DC circuits and going all the way to TTL digital logic circuits in 10 weeks is not fun. In contrast, my Stat Mech course is a blast.
Hope this helps some. If you have any other questions, just ask.