But also, a good physical technique is to barrage your character with multiple physical danger issues at once (not necessarily directly to them -- could be aimed at friends, relatives, others), such that it's clear that your hero just can't handle all of them. It's almost unbearable as a reader, and makes it very hard to put the book down. Who will they try to save? Who will be lost as a result? It's brutal.
Probably something to save for the climax of your story/book -- if you do that in the first scene, going to be hard to build from there. :-)