Here's a career path that might sound daunting to the uninitiated: undergrad in physics at the University of Washington, grad school in experimental physics at Cornell University, a postdoc at AT&T Bell Laboratories (which became Lucent), a position at Goldman, Sachs & Co. as a strategist in commodities trading, consultant, and now a research scientist position at a mathematical and statistical software company.
Too intense? Nah. According to Jennifer Hodgdon, it's just part of the different career stages that a physicist can find herself (or himself) in. Hodgdon, a physicist who left academia in pursuit of other things (in the face of "lessened government funding and fewer academic jobs"), has compiled a set of popular questions  asked of her by colleagues and friends on how to leave physics.
Hodgdon warns her readers in advance that she doesn't attempt to answer the questions "Should I leave academic physics?" or "Why should I leave academic physics?" but instead tries to share what she has learned.
She divides what she calls the "Standard Questions" into three groups:
what's out there (besides physics)
how to leave academic physics
what's it like to work outside of academic physics
And there's also a fourth group of questions which cover the nitty-gritty of skills, jobs in finance, and everything in between. (We actually found this page provided the most insight.) Here's where Hodgdon discusses the rationale behind her career moves, types of work environments she has encountered, and even how to handle tough interview questions.
We were also amused by Hodgdon's disclaimer, "Note that this is based solely on my own experiences and opinions, as well as my views on my friends' and other correspondents' experiences, so don't take any of it as Truth," which we wish we could have used when we made our respective career moves out of academia.
Overall, we strongly recommend this site for physicists and other scientists who want the serious details on nonacademic job-hunting and work styles outside academia. The site is concise, practical, and honest.