Mobile devices are more and more used for mobile interactions with things, places and people in the real world. However, so far no studies have discussed which interaction techniques are preferred by users in different contexts. This paper presents an experimental comparison of four different physical mobile interaction techniques: touching, pointing, scanning and user-mediated object interaction. To evaluate these techniques across different scenarios and to collect real usage data, four prototypes were implemented: a system for mobile interaction in smart environments, a mobile tourist guide, a mobile museum guide and a prototype for mobile interaction with advertisement posters. In each setting an experimental comparison was performed. Based on the results of these studies, which involved over 60 participants in total, advantages and disadvantages of these interaction techniques are described. Context-specific user preferences are presented for the interaction techniques, to help application designers and developers decide which interaction technique(s) to integrate into their application and which consequences this decision has.