I have experience of research and clinical, but not of industry.
Clinical scientist (medical physics) is probably the best career in terms of job security and relatively straightforward progression. Once you have secured a permanent post you're unlikely to lose your job, and there are usually occasional opportunities to move up the ladder without relocating. In medical physics in particular, few people (at the moment) have much of a problem getting a permanent position after their Part 1 training (soon to be the 3 year STP), although that could change if funding is cut. Clinical scientist also pays fairly well, £25k for training, £30k after 3-4 years, with possibility of rise to £38-67k within the next ten years. Pensions and benefits are very generous, although likely to become less so. Depending on where you work, there are some opportunities to be involved in development work, although the majority of your work is likely to be routine service support. Job pressure is relatively low in junior positions, obviously rising as you take on management roles and being heavily dependent on where you work, staffing levels, how ambitious your are etc. Many people manage to work just 9-5.
Industry is probably the next best in terms of job security, although I would imagine it is fairly difficult to get an entry level position if you don't have any experience. Most industrial medical physics R&D is not based in the country as far as I am aware, but there are still quite a few opportunities (for example Ekektra have a big centre in Crawley) I don't have any direct experience, but people generally suggest that the private sector is a lot more focussed, with quite different working practices to the NHS. Salary is much more variable but I think starts around mid-£20k.
Research is potentially the most interesting if you find development work stimulating. You will have the most latitude to focus on areas that interest you and generally a lot of freedom in terms of working hours etc. A lot of people working in research have what most people would consider to be a high quality lifestyle, although it can still potentially be hard work, with long hours at times and a lot of pressure to publish results. Job security and pay is poor in the early stages of your career, you will need to do a MSc (usually), phD and then a couple of postdocs - all on short term contracts. This makes buying a house and settling down more difficult. Your chances of getting your next contract depend heavily on how well you did in your last post, so progression is very performance-based and potentially stressful. At some point you will face the very big hurdle of trying to land a permanent academic post. You will probably need to be prepared to move around the country, or even abroad in order to further your career. A lot of people (I would guess the majority) who do phDs or postdocs don't make it to becoming a lecturer and end up in industry/NHS. PhD Grant is from about £14000 (tax free) up to about £20k (tax free), although the latter end are rare. Post-doc salaries start at about £28k. Starting lecturer salaries are I think in the region of £35k, with the possibility of getting up to ~£70k in the long term.