My company develops both software and hardware products. So I spent quite a
chunk of my time doing usability testing on hardware designs. Alexander
already gave a good list. I will just add some quick points to it.

If it is a handheld, industrial design is very important. A list of items
you may want to check:
- the holding grip
- the reach of all the buttons
- the feedback of button press
- the weight
- the feel of balance when holding it
- the perception of labels
- the perception of indicators (e.g., LED)
- is it one-hand operatable?
- is it sliding?
- fatigue

if it needs power, some additional items here:
- how to change battery? / how to recharge?
- help info on battery installation / charge status
- power indicator, if any
- low power strategy

The out of box experience is critical but hard to test because (1) users
will pay more attention to everything than they normally will do when on
their own and (2) you may not have all the pieces (packaging, documentation,
etc.) ready when you are testing it. If you have some important information
that you want to tell users, carefully test the methods used to deliver it
(the medium, the placement, the message, etc.). Always keep in mind that
people don't read manuals and paper manuals are only useful for the first
user (if he/she reads it). So depends on your device, you also may want to
test it in a multiple people situation.

Hope this helps.

Min
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