I doubt you do both more indepth and broader for natural science than say a subject specific course, it's one or the other, unless you choose to do so in your own time (which is perfectly fine). So it's either more indepth, or broader, that's the beauty of the natural science course I guess.
Incidently, I feel that the physics course at oxford is great (if only there was more funding in science in general), I would disagree to the statement that 'the' science course is at cambridge. Cambridge have an excellent mathematics department, but in terms of concentrating on physics I prefer the single course. I don't think you can say that one science department is the best in the country in terms of being an undergraduate student.