Woah, old thread.
Anyway, the reason I studied physics is because I'm interested in learning how stuff works. I used to read a lot of physics books as a kid, I just didn't know it. I used to read about the Big Bang, atomic theory, light, and things of that nature long before I ever knew that there was a discipline called "physics" that put it all together. Back in high school my plan was to go to college and, major in biology, get into medical school, and then pull in $$$ like it was nobody's business. But in eleventh grade I took an algebra-based physics class at my local community college, which was intended for biology and other non-physics majors. Before this I really didn't know what physics was all about. But after being exposed to physics and finding that I was good at it, I decided that I'd like to do this for a living.
And besides that, there's also the "what else?" question that others have alluded to. After becoming interested in physics, everything else seemed mundane to me. I didn't want to end up in a cubicle working from 9 to 5 every day to make some guy at the top rich. To me, physics seems like something worthwhile. Sure, the hours are a lot worse (more like 5 to 9). But the work of physicists contributes to our understanding of the universe, and it's an interesting challenge. So that's why I majored in physics.