Physics Major

Alright, I'm at the point where I need to be finding a college soon. Problem is, I'm not sure what classes I really need to be looking for. I'm interested in theoretical physics, specifically cosmology, but I have no idea what classes are typically associated with this. My best guess would be, obviously, cosmology, as well as relativity....but no two colleges seem to offer the same classes. Any help would be greatly appreciated as I'm utterly lost here.

>>7
I've always wanted to study overseas (USA undergrad here) but I figure why not Canada? High energy physics/astrophysics is one of my areas of concentration. Lots of great universities there, plus home to the Perimeter Institute for Theoretical Physics, mentioned to me by a friend, which looks like a wet dream to me. Definitely at the top of my list.