If VR headsets don't offer enough immersion for you, check out EXIT SUIT – an open-source full-body force-feedback navigation and performance exoskeleton. It allows you to walk, swim, and even fly in virtual reality. You can be physically moved by AI, other players, or the physics engines of your environment.
The suit was created by Willie Winkler, a VR enthusiast, and can be replicated using a 3D printer (at your own risk).