Background: Innovative methods of physical therapy delivered via modern medical devices have significantly extended the possibility of applying conservative treatments in healing venous leg ulcers. The primary objective of this study was to compare the therapeutic efficacy of selected mechanical physical therapies (intermittent pneumatic compression vs. radial extracorporeal shockwave vs. focal extracorporeal shockwave) vs. standard care in the treatment of venous leg ulcers over a 4-week period. Materials: This study included 69 patients, comprising 45 females (65%) and 24 males (35%), with a mean age of 67.1 ± 8.6 years (range: from 52.0 to 80.0 years). Methods: The patients were allocated into four groups: the IPC group was treated with intermittent pneumatic compression therapy, the R-ESWT group was treated with radial extracorporeal shockwave therapy, the F-ESWT group was treated with focal extracorporeal shockwave therapy, and the SC group was treated with standard care. Results: After one month of therapy, the median percentage decrease in wound total surface area after treatment was as follows: in the IPC group, there was a 52.9% decrease (range: 3.3–100%); in the R-ESWT group, there was a 31.6% decrease (range: 2.4–95.8%); in the F-ESWT group, there was an 18.0% decrease (range: 1.9–76.1%); and in the SC group, there was a 16.0% decrease (range: 1.5–45.8%). Conclusions: All the studied therapies caused a statistically significant reduction in the surface area of venous leg ulcers. The best results were observed with the intermittent pneumatic compression, while the radial and focal extracorporeal shockwave therapies appeared less effective. The standard care alone turned out to be the least effective. Our results did not show statistically significant changes in the values of RBC deformability at the investigated shear rates.