Do you start by researching jobs that use physics, then trace back to what advanced degrees lead into those careers? Or do you start by researching different specific topics, and then looking at what exact jobs utilize those skills. In either case I'm not sure the best way to go about learning more about this.
Either of these ways can be a good way of going about it. It depends on which you know more about: do you know what specific kinds of problems you're interested in tackling? Or do you know more about the kind of career you'd like to have? Those are two related but not isomorphic questions; likely what you end up pursuing will be driven by a little of both. If you have questions about a specific branch of physics or physics-related study, you should ask the forum; we have knowledgeable people on nearly everything.
The american physical society website http://www.aps.org/careers/index.cfm
and the society of physics students http://www.spsnational.org/cup/
have some good lists of careers outside of academia to peruse.