Actually, Physics is divided in to two entities: experimental Physics and theoretical Physics.
A theoretical physicist uses mathematics to write proofs for the 'thought experiments' he/she thinks of. Sometimes whole new types of mathematics are invented to prove the theories. In order to quantify General Relativity, Einstein had to use a type of mathematical space called Riemann space and the mathematics associated with Riemann space.
An experimental physicist also has hypotheses and theories, but they devise actual experiments to show these hypotheses are true (or not).
General Relativity is one example where it is shown true by both mathematics and by experiments. The latest experiment to show General Relativity is true is the satellite "Gravity Probe B", which orbited the earth (still is) for a couple of years gathering data on what's called "frame dragging" -- which is a prediction from General Relativity math that had not been shown by experiment (until now).
Large particle accelerators, like CERN in Europe, allow experimental physicists to do experiments on high energy particles, sub-atomic particles, and sub-sub atomic particles.
(Source : yahoo answers hehe)