Hard disks seem to be hot, but thats just because hey are often placed somewhere with poor airflow. Hard disks put out a pitiful 8-14W of heat at most, which is nothing compared to processors and graphic cards which usually put out 60-100+W or even motherboard chipsets which put out close to 20W or more for current chipsets. The reason hard disks receive so much limelight is that the recommended operating temp for HDD is around 20-45C, higher or lower will reduce the lifespan of the HDD noticeably. But the low heat emmision of hard disks means its actually easy to keep them cool, even a slow 80mm fan can keep 2 7200rpm HDD within safe temps.

PSUs on the other hand, are almost the exact opposite. PSUs produce heat proportional to the ammount of power being used at that particular time. For a 400W system running a 80% efficient PSU, it draws 500W from the wall socket, and the excess 100W is wasted as heat in the PSU. However, PSUs do not need cooling as severe as CPUs simply because, a well designed PSU is built with the consideration that operating temps will be high (typically 40-60C ambient inside the PSU case). Capacitors and transistors in a well designed PSU can easily handle temps of 70-80C while only breaking down after several years.