Physical attacks are the most effective and dangerous, of which Human Interface Device (HID) attacks are among my favorite. To compromise a client, you just need to insert a preprogrammed USB stick that is read as an HID, in this case a keyboard that will type and execute the payload.
Human Interface Device attacks
Getting ready
There are several hardware options you can use, going from a simple Android phone to custom hardware such as Teensy USB HID, which you can order at https://www.pjrc.com/; USB Rubber Ducky, available at https://hakshop.com; or the Cactus WHID from https://github.com/whid-injector/WHID.