What is the best Laptop

Macbook Pro w/ NVIDIA Graphics

Why?
Macs ship with LAPACK / BLAS optimised libraries by standard
Macs provide great support for all programming languages that you will encounter in a physics degree
NVIDIA graphics because if you are doing HPC you can use CUDA libraries to utilise the graphics card and speed up simulations / code. Currently there far less support for non-NVIDIA graphics cards in major programming languages

Cheap Alternatives:
Ubuntu installation with NVIDIA graphics (you can also dual boot ubuntu with Windows if you want to use Word for coursework - I'd recommend learning LaTeX though...)
Downsides are that Ubuntu takes a LOT more set-up than Macbook Pro

What NOT to get:
Only Windows - this will make your life hell if you try to do any sort of programming
Macbook Air - It's a jumped up iPad that's all-in-all pretty useless at everything other than Facebook / Youtube

I have done a BSc in Physics with emphasis on computational physics & simulation. I do part-time research in Deep Machine Learning and I'm about to enter an MSc in Theoretical Physics.

I've tried and tested all the above.
I had to use Windows in a job to do HPC programming in python - was horrible.
I've got a desktop with NVIDIA graphics that dual boots ubuntu and Windows
I also have a Macbook Pro late 2014 Quad core with Intel Graphics (I massively regret not getting an NVIDIA graphics card every time I do big matrix calculations!!)

The cheapest option with a lot of overhead setup is to build you own PC with Ubuntu (and maybe windows dual booting)
The best option is to buy a Macbook Pro with NVIDIA graphics card