As a member of the American Physical Society and the American Association of Physics Teachers, I subscribe to:
Physics Today - physics news, surveys of current research, and historical articles.
American Journal of Physics - articles of interest to people teaching physics, including pedagogical research on how to teach physics effectively.
Physics Teacher - aimed more at high-school physics teachers, at a lower level than AJP
All of the above appear monthly. As a member of the American Association for the Advancement of Science, I get the weekly Science magazine, which often has news articles about recent developments in physics, and some research articles.