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Disk i/o, RAID if you're gonna run SQL
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What does RAID have to do with running an SQL server? RAID is imporant for redundance. 99.99% of RAID controllers are in fact slower that straight-up single drive solution but that's the hit you take by ensuring your data is stored more reliably. If you buy a standalone RAID controller make sure you get the one with the most cache since that usually elevates some load from the drives.
Nobody mentioned redundant power supplies. Most colocation facilities have 2 power backbones, A and B. If you get redundant supplies you are pretty much secure as far as power goes, provided your facility has reliable battery and diesel backup.
My toys:
If you have more than 1 server, connecting them with fiber and intalling MOSIX might be a very good idea, solves a lot of heavy traffic issues.
Cluster-up baby!