You really have to love doing it (proofs)and it does take a particular type of person to succeed in the upper level classes. My major was so math heavy that I took a few more "fun" classes to get the minor. A lot of the BS math majors I know wound up in finance (analysis/modeling), the rest went on for PhD's.
I think a lot of people get fooled into thinking that the math major will be just like taking a bunch of high level calc and algebra classes, then get totally blindsided by the huge swing in the higher level classes when it's all about proofs and formalisms and such (not a math major, don't interrogate me on the details).
Hell, I'm a physical chemist and I know I wouldn't have been able to hack it as a physics major. The reliance on proof-based understanding was simply too high. I can *do* the proofs, but I don't learn much from it and certainly don't enjoy it. Sitting down and deriving Schrodinger's or Maxwell's Equation for a semester would have driven me batty. My wife is also a chemist (polymer) and struggled mightily in bio classes. Pretty subtle differences between what makes people suitable for one major over another, beyond simple raw intelligence and work ethic.