In order to help you understand what I mean: I don't consider a theoretical physicist to be a physicist at all. What they are mainly working on, are abstract quantities and mathematics, and in most of cases, they are working at the front-lines of mathematics, creating new maths [in geometry, topology and so on]...
A phenomenologist on the other hand is more constraint into taking theories, and trying to make models that can (or will be) be accessed to experiments. (in a talk Nanopoulos also stresses how important that is, and that's why I put him in the phenomenologists' rank).
So, a theoretical physicist doesn't need to be an expert on physics, he only needs to learn the mathematical way of thinking and being rigorous in his/her calculations...Apart from working on physical problems, I wouldn't be able to distinguish him from a mathematician. They have the advantage that they can write and prove mathematical problems and never be falsified by the experiments :) even if they do, they will have contributed to the mathematical society.
Now in general there is nothing stopping you from working with what you like [theoretical physics] in a more physical way...
In that case the universities you are thinking of, can give you a good background and a good future for continuing. If on the other hand you want pure mathematics, choose a mathematics department.
From my experience, I'd say that a phenomenologist in a QFT course, will take you from point zero and reach you up to maybe seeing all the Standard Model theories and maybe more...
A theoretician will take you from zero and reach you to defining the Abelian gauges [and maybe you won't even hear the word "photon"]...
that is a funny- but exaggerating example (so the rest of PF, don't come to kill me)