Advice on postgraduate study in experimental/theoretical physics for a 3rd year Mathematics student
Don't go to graduate school in physics, at least immediately.  The best case scenario is a five year program, followed by three years of postdocs, and then THAT will be followed by five years of tenure review, and THEN you might have a chance at having a stable life.  All of this happens with a tremendous amount of competition.

Use that Oxford degree to find a job somewhere for a few years, and see if you still really want to do physics at the end of that.  If you must absolutely go to school, find a terminal masters program, and learn about research some.  If you don't know whether to prefer experiment or theory, you're going to have a horrible time picking a school that has a compatible advisor, and you want to be looking for compatible future advisors far more than you want to be looking for the Platonic "quality physics programs."  So, you'll be better suited to start a PhD program effectively (and getting a masters on the way doesn't really slow you down--you are better prepared to start research after that, and the first couple of years between your quals and really starting research is where grad students flounder most frequently).  Additionally, if you are in your current situation, this will enable you to rehabilitate your academic record.  Finally, if you do your two years and don't like physics, you can find something else to do.  As someone who has finished a doctorate, I strongly recommend against immediately entering a doctoral program straight out of college.

EDIT: Additionally, as you go through school, keep some sort of exit plan--sign up for those numerical projects and learn programming.  Take the sensor analysis class and learn how to align a laser.  Learn the basics of data analysis.  There are all sorts of skills that physicists have that are wanted not just in academia, but also in the private sector or government.  Make sure that you have the skills to go out and do something enjoyable, even if it is not academic physics.  Because the odds are really, REALLY against anyone making it in academic physics (and none of these things will hurt your physics career, to say the least).