physical build is best in the very late game, since you can lvl above the max and strengthen your physical attacks even further - best for TDE. (you'd need Pierce either way)
The only important thing is to not forget Focus, since you can learn that early on.
Other than that you'll definitely need Pierce,
Freikugel for single-target and a multi-hit like Deadly Fury or whatever you prefer.
The rest is pretty much up to you: wether you use some passives like Life Surge, Avenge, some elemental skill for whatever might repel phys (e.g. Bolt storm or Glacial Blast) or supportive spells.
The "hp-restorive" skill would be "Life Refill", but I don't think that is necessary later on. If you intend to walk through like that, maybe.
I can't say how hard it would be early on, since I was a magic-user also. But I don't think you will have too much trouble, unless you really want to leave everything beside physical stuff out. And even then you still have your demons who can make up for that.
You might also stay the usual magic-user in early game and switch later on, that is up to you.
Last edited by Kylaila; 10-13-2011 at 02:36 PM.