How do you protect against these kinds of attacks? Layers of shielding/faraday cages?
That said, for most of these kinds of things, you have to get a malicious payload on such a system. The stuxnet approach is one way, if you have specific targets. Aside from that, you pretty much need phyxical access and be able to load a malicious software. At that point, you may as well stick a small usb bluetooth/wireless dongle, depending on the situation... assuming it's a standard desktop, there's a good chance of unused USB 2 header you could piggy back on.
At that point, an actual faraday cage or mesh on the room in question would be the next practical vector. Some secure buildings are up to 6' thick walls, no communications out except through known devices on wired ports with software checking in place (seen this in finance).
I can, in this example, just have the computer use more power to signal a 1 and less power to signal a 0. For a DC I just ramp up the entire DC load. Do that over the span of a week or so to make it less noticable.
Right, but there are places where if you stick an unapproved USB device into a computer's USB port, a nice person from security taps you on the shoulder 10 minutes later. In those cases, you may well have the ability to run code on the computer, but no ability to attach removable storage. It's at least plausible (if not exactly probable) that something like this could come into play for somebody looking to exfiltrate a small amount of data from a system they have access to.
I'm thinking something closer to (but perhaps not exactly) like the Edward Snowden kind of scenario. Something where you access to the computer, but can't use the other common place means of getting data off of the machine and out the door. Yeah, it's a stretch, but it's not beyond the bounds of imagination.
And if you're wondering, I can confirm that I've definitely worked at places where you were not allowed to plug in a USB device (I literally saw a co-worker get the "tap on the shoulder" from Security for doing that), but yet many (most?) Internet downloads were allowed. Does that make sense? Arguably not. Does it happen in the real world? Absolutely yes.