Just imagine one of these cables also acting as a USB keyboard, which brings up a new terminal, adds an SSH authorized key and closes the terminal window without you even seeing it.
Inception is a nice tool to play with if you want to try out DMA attacks: http://www.breaknenter.org/projects/inception/
You may also want to check out the Volatility forensics framework: http://code.google.com/p/volatility/
Yet. Give it a couple of years. The monitors are really smart now - many of them running code and have flash memory. The attack won't be directly by the monitor - the monitor will have been infected by malware earlier ... say, by an infected computer ...
Our devices are getting too smart, and our protocols getting too trusty, for our own sake. (Although I'm sure governments and other law abusers like the RIAA are raising a glass to each of these "advancements")