Presuming they have no AV, are stupid, and have no firewall that could block the keylogger. Oh, and get a keylogger that uploads it's logs to a ftp site.
-You could go for the "open this lol, its not a virus" then send over MSN.
-You could bind it with a .bmp.
-You cold send it in an email.
-Or you could just go round to their house and put it on.
Be creative. I haven't done things like this in a while.
And I happened to be in IRC and some n00b posted some random crap that looked like a password, I did a bit of background research and got his email. I was bored so I tried it in Steam ^_^