Theoretical physics or astrophysics

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I am soon to apply for university and I am not quite sure what I want to study. Theoretical physics and astrophysics/astronomy/cosmology all seem like very interesting fields of physics to me. How do I go about when I choose my career path? Which one of the fields has been more prospering than the other lately?

I hope this is the place to ask these kinds of questions.
 
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Get a basic formal basic education in physics, then you do whatever you can to get research experience in the field(s) you like, and eventually try applying to graduate school for your chosen field of research.

If you're in the UK where there are actual distinctions between physics/astrophysics/theoretical physics bachelors, the courses you will take will differ slightly. At the university I am at(as an exchange student), the straight physics majors do more lab courses while the theoreticians take 1-2 more math courses, 1 more programming course, and dynamical systems (Hamilton-Jacobi theory and such). Those in astrophysics naturally have relevant courses, but all three can take courses from any specialty.

This can vary widely though, as at my home university (physics only), all of these subjects (and more) are compulsory.
 
"Theoretical astrophysics/astronomy/cosmology" seems to be the obvious choice. That said, I strongly advice making career decisions based on "I like/dislike to do ..." (e.g. "like to write small programs", "like helping people", "like/dislike sitting on a computer the whole day", "like/dislike solving equations", ...) rather than "I want to work in the field of ...".
 
Are you applying as an undergraduate or graduate? (It sounds like undergraduate especially due to the lack of exposure to frame it as "Theoretical physics or astrophysics")

If so then you are applying to the university as a whole or just the school that houses sciences but either way you don't have to decide yet. Apply then take classes in both and try research in the one that interests you the most and see if you like it.
 
Whatever field you choose make sure that there's a lot some jobs available in that field. I originally planned on pursuing some hardcore theory fields such as strings, mathematical physics, and even LQG. I quickly found that there are practically no jobs in those fields and changed to something still theoretical but with a heavy computational flavor. If things don't work out exactly as planned I'll always have my CS skills to fall back on.