[Sheriff Rhys Chatham]

pedals of course, stand in fron of guitar hitting different pedals.
drills infront of pickups (electric toothbrush works as well but gives more of a highpitch squeel)
contact mics
also I made my own thing. Act like your making a contact mic, but instead of soldering the wires to the mic plate thing solder them to a small speaker. Then run it through some pedals into your amp and rub the speaker piece just about anywhere on the amp.

that headphone idea works too. I did it with some branca once.