Yes, there is still work to be done in Particle Physics. Phenomenology, like Mataka has said, is an active area. Confinement in QCD remains to be analytically proven. Also, the LHC opens a window to new Physics, you may have, for example, SUSY extensions of the Standard Model. And, to give one more example, you may also explore the Gauge/Gravity duality to study particle Physics (like AdS/QCD or something like that).
If you want to be on the frontier, doing state of art Physics, my opinion (and that's just a personal opinion) it that the next revolution on theoretical Physics will be to completely understand the Gauge/Gravity duality (also known as AdS/CFT).
Theoretical Cosmology is also very interesting. But you may end up stumbling on String Theory somewhere along the way, as String Cosmology is really getting more and more researchers. By the way: why exactly do you hate String Theory?