My dear saysbms, this depends on what you like more... you are interested in more or less all theoretical physics as comes out from your post, so it is not easy.
Anyway what I can do is to indicate to you some directions science is going lately (at least in fields related to mine) and you can see what you are more interested in... maybe read something and decide... and consider that if you are third year you may have some more time to decide, you don't need to pick a too specific field yet
That said: in astrophysics there are a wide number of open problems... the theoretical ones (not relating to observation then) are for example in theoretical cosmology the analysis of CMB data (released today data from Planck, so there will be a lot of work to do); also Dark Matter and Dark Energy are hot fields today, in a variety of directions, more oriented to particle physics or more oriented to gravitation, as for example modified gravity and so on. Also QFT in curved space-time is another important field regarding research on gravity; there are still a lot of problems related to the prediction by Hawking of radiation from Black Holes, main one being information loss. Also this can be approached from the particle physics side (string theory provides the only present explanation through the holographic principle and AdS/CFT duality).
In the particle physics field there is also a lot to do, in the attempt to unify all fundamental forces, thus recovering another link to gravitation in the attempt to find a quantum theory of gravity. Here the two main paths are string theory and loop quantum gravity (string theory though has much more resonance and the majority of groups work in that instead of loop quantum gravity). Also linked to gravitation and these topics there is the field of mathematical physics trying to unveil in a rigorous way the mathematical structure of all such theories.
These are just some examples of what can be done and what is done. Then someone else more informed than me in fields different from gravity can explain their tenses much better than me. Anyway take in account that in physics all is entangled; I mean that at the end studying something you will end up with studying a broad range of fields and using techniques taken from a variety of different fields. Also as you see to do e.g. Black Holes physics you can approach as a particle physicist or as a gravitational physicist but you will need to know both to some extent. And sometimes also fields which seem distant are linked. For example lately there is a great use of Bose-Einstein Condensates in cosmology for analogue gravity tests (acoustic black holes) and for example I am working on Relativistic BECs for my master thesis, using model which try to explain dark matter as a cosmological condensate... so to finish all is useful =)