How can a double major in Physics and Math help outside Academia?
What sort of jobs are physics majors usually offered? 


Jobs that require smart people! Physics is hard, employers understand physics graduates must be smart (without necessarily knowing why), and hire such graduates for a range positions that require smart people. 


  And what courses should I take for them?


The specific courses don't matter so much, unless you're targeting a particular skill set. That said, in today's market, having some business and computer science courses will surely help.


  I would like to work in something that is a little closer to physics. 


You'll need to give more clues  before anyone can help direct you.


  how much of a role can independent study play when applying for a job? Is it treated equal to courses or less?


I consider independent study to be largely incomparable, but potentially more valuable. For instance, suppose you apply for a stockbroker position. Your physics degree might get you through the door, but knowledge of stockbroking, markets, etc. will get you the position.