SCSI hard disks are not inherently any different in terms of physical construction than
their cousins that use other interfaces such as IDE/ATA. However, there are often more
issues related to proper installation of SCSI drives, not due to the interface per se, but
due to the fact that SCSI drives tend to be faster and run hotter than IDE/ATA drives do.
The fastest SCSI devices may require active cooling; even if it isn't needed, attention
must definitely be paid to where the drives are installed in the system case, and the
cooling capacity of the case as a whole. See here for more on
hard disk cooling and installation issues.
The issues with installing a SCSI system will vary from one system to another. Simple
SCSI installs with only a few devices are actually fairly straight-forward, so don't let
this page scare you off. 
However, more involved configurations require more planning.
For example, a special ("server") case will generally be needed for
installations with many drives; special
enclosures are often used for RAID arrays. Providing sufficient power to a number of
SCSI drives means that the power supply of the system must often be "beefed up"
as well.
Cabling concerns can also affect the physical installation of
SCSI systems. Since it is best to use shorter cables if at all possible--both for improved
signal quality and to reduce cost--it may be preferable to place SCSI drives relatively
close together, as long as they are not so close to each other that cooling or ventilation
suffers. This would also apply to external devices. Fortunately, it does not matter which
devices are connected to which cable connectors.
Next: Mixing Narrow and Wide Devices
