One of the most effective ways of compromising a target when you have phsyical access. Hardware Tools! Often overlooked and very hard to discover.
You can get either PS/2 or USB hardware keyloggers which are basically a mini adapter you stick in the computer’s USB (or PS/2) port, and plug the keyboard in to the adapter. This are _TINY_ and extremely hard to detect or notice. Some of the more expensive keyloggers have a couple of MB storage (which would be weeks worth of a victim typing) or the cheaper 200Kb ones. IronGeek actually has done great write up/reviews, demonstrations and testing on a variety of these. Reccomend you check out his site
Created by the dudes over at Hak5. This nifty little device runs an embedded Linux system running Jassager, which allows any wifi clients (with the correct config) in the vicinity to automatically connect to your device (Pineapple), which you can then meddle with or intercept traffic.
Dave Kennedy and his crew presented an awesome Defcon presentation showing how easy it is to hack home automation systems. With some circuit and solder wizardry, they deomstrate how you could break in to somebodies house just by plugging your device into an outdoor power socket of their house.