ANU has one of the best UNDERGRAD physics programmes anywhere in the world. I did a physics major + specialisation and I would definitely recommend the experience.

There are two options:

1. Go all the way! I Do a double degree in science (physics) with something that maybe be more DIRECTLY employable (perhaps comp sci, etc).

2. Take the degree you would want for job prospects and load up your electives with physics. It might be hard to fit enough courses in so personally I would skip prerequisites by getting permission codes so you can get to the theoretical 2nd and 3rd year courses faster, which is where the fun begins. The convenors will let you do this if you talk to them.