
This is still seen a lot in beginner decks, so I thought I'll write an updated review (and because the existing pros and cons review is kind of misleading).
You should almost never take Physical Training (0). Not even as deck slot filler, unless you have nothing but the core set (in which case you might not have any other deck slot fillers).
This card (and this class of cards in general) is among the most inefficient cards in the game. By standard action-economy analysis, this costs 4 "actions" to play: 2 resource, a card, and a play action. That's a large investment for a card that you need to burn even more resources on to get any benefit out of. If you don't use it a lot, you just spent 4 "actions" for very little benefit. If you use it a lot, you'll find yourself short of resources to play actually useful allies weapons and events.
By the time you gained a +3 boost from Physical Training, you have just paid for a Leo De Luca in a class that isn't especially known for being flush for resources, and have gotten far less benefit.
The + could have come from an ally or weapon you could have played if you hadn't spent resources playing and boosting with Physical Training. The horror damage you reduced by boosting could have been soaked by the same ally. Or the same boosts could have been gotten by committing cards that you drew using the tempo you gained by not playing Physical Training (+1 skill boost ~= 1 card committed ~= 1 resource anyway!).
If your 0xp deck is flush enough in resources to take Physical Training, it is a sign that you've over-invested in resources for your deck, or should take the chance to throw some Dynamites.
The upgrades don't have this problem because they have a much lower upfront cost (and synergy with Well Prepared).