1) Medical Physics 2) Wall Street (though I hear that it's getting harder to go directly from physics phD to wall street and more people are getting a masters in financial engineering first) 3) Software 4) Management Consulting 5) Science Policy 6) Etc.
While the salary for all of these can be good, you have to look at the opportunity cost--you're looking at ~6 years for grad. school. Someone else might be able to tell you if it's worth sticking around to pick up either your masters in physics (or to take some graduate courses in CS)--but if you don't love it, my advice is to get out and do something that you're passionate about--What do you mean by SV type stuff?
Now, with all that having been said--one thing you might want to consider is that the first year of a typical physics grad. student is fairly hard with coursework and such and you might want to try to pass quals. and try research for a year before making your final decision--are you interested in theory or experiment? Did you do research in undergrad.? Life in a lab can be rather different from coursework--also, even course work tends to be more interested in advanced courses such as GR, Quantum Field Theory, etc. than in the typical Jackson courses....
Good luck!