Most recent IDE hard drives come with internal temperature sensors, and are capable of reporting their operating temperature via SMART; software utilities are available for displaying the temperature of your hard drive. This temperature readout is not very precise, but definitely good enough to give you a hint whether your drive is running too hot or not. Consult the website of your hard drive manufacturer to learn about the maximum operating temperature of your hard drive. Typical maximum temperature range is 50-55°C, with some drives being able to operate at up to 60°C.
There is, however, an important factor to consider:
Unlike CPUs, which are reliable parts, and fail rarely (even when operated very close to their maximum temperature), hard drives tend to fail more often than any other part in the PC. The MTBF (mean time between failure) of a hard drive can be substantially increased by lowering the drive's temperature. Some drive manufacturers even state this fact in their drives data sheets; but even if this information isn't included there, it is still true. So, even if your drive never exceeds its maximum allowed operating temperature, additional cooling will improve the drive's reliability. Unless you do daily backups, a hard drive failure usually results in substantial data loss - investing a small amount of time and money in your drive's cooling solution can often prevent the need for data recovery (which isn't cheap).
With optical disks, overheating usually results in destruction of the surface that actually contains the data (e.g. chemical dye in the case of CD-R/DVD-R media). However, with hard drives, overheating typically causes long-term failure of the mechanical and electrical parts of the drive; the magnetic platters that carry the data are less affected. Therefore, data recovery companies will normally be able to recover data from damaged overheated drives - but be prepared to pay much more for getting your data back than for a new drive.
Old hard drives had a thermal recalibration loop - from time to time, the hard drive would make a short pause and recalibrate itself. When the drive warmed up, the platters expand, and their geometry changes, thus making recalibration necessary. With such drives, good cooling resulted in less frequent recalibration, and therefore did improve performance, especially for Audio/Video applications. However, these days are long over - all recent drives with embedded servo do not have a thermal recalibration loop. Temperature will not affect performance in any way.
The movement of the drive's heads and the heat emitted by the drive's electronics only have a small contribution to the total heat emitted by the drive. Therefore, even drives that are mostly idle still require cooling (unless, of course, auto-spindown is enabled and the drive shuts itself down after not being accessed at all for a longer period of time).
There are, however, exceptions to this rule, like the Global WIN IStorm, which features an unusual cross-flow fan.
The most simple hard drive cooler simply consists of a 5.25 drive bay cover with two embedded 50mm fans.
More advanced drive coolers come with a heatsink/fan combination, or are just large passive heatsinks that should be mounted on the drive (which, of course, only helps if there is at least a minimum amount of air flow across the drive).
To show the advantages and disadvantages of different hard drive cooling concepts, here's a look at a few typical HDD coolers:
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