I'm not particularly interested in staying in academics.
Join the club. Over the past couple months I more or less decided that the guy I've been seeing for a year is the guy I want to spend my life with, which makes jaunting cross-country for six to ten years on post-docs much less appealing.
What sorts of other career options are there, coming from pure mathematics?
IIRC, you're American. There's a good amount of government work available: DoD, DoE, national labs, and so on. I'm aware of some people who parlayed their math PhD into the equivalent of an engineering MS, with all the job opportunities that opens up.
Programming is the obvious choice, but I'm told one would want a paper trail (a git account, a blog, etc.) of contributions to various projects.
It also sounds like you're still young enough to pivot a bit in your choice of field -- do you have an advisor yet?
I have an advisor and a thesis topic already, both of which I like a lot. I came into grad school with a somewhat specific idea of what math I liked and no other ideas about what to do with myself, so I am pretty far in to my sub-subfield (which is number theory, in particular BSD and Hida theory if you're interested).
I've submitted a patch for SAGE which will have my name on it, but I'll definitely heed the paper trail advice when I have time/basic competence to work on real projects.
When you say "DoD, DoE, national labs, etc," how are you generating that list? And where can I read up on the sorts of positions they tend to have openings in?
If it's worth saying, but not worth its own post, even in Discussion, it goes here.