I double majored in physics and computer science as an undergrad at a pretty good school.

My observation is this:

The computer science students had a much easier time getting jobs, because getting a job with mediocre software engineering experience is pretty easy (in the US in today's market). I did this with undeservedly little effort.

The physics students were, in general, completely capable of putting in 6 months of work to become as employable as the computer science students. I have several friends who majored in things completely non-technical, but by spending a few months learning to program were able to get employed in the field. The physics students from my classes were easily smart enough to do this, though most did not.

To maximize the ease of getting a job while in physics, take a few programming courses on the side. If you apply yourself and are reasonably talented it should be doable.

I think the 'right' approach (for maximizing happiness and effectiveness) is to major in what you find the most enjoyable and do the due diligence to become employable on the side. And maximize any synergies between the two (do programming in physics internships, etc).