Most recent hard disks do include S.M.A.R.T. support. You might find interesting to read the "What is S.M.A.R.T. and how can we use it to avoid data disaster?" article. S.M.A.R.T. can even report the temperature for your hard disk. If your disk controller, and its related drivers, allow it, SpeedFan can almost always access and report reliability data from any hard disk manufactured since 1995.
SpeedFan properly accesses the temperature sensor available in the following hard disks:

Manufacturers EXCELSTOR    17 FUJITSU    122 HITACHI    189 HP Compaq    3 IBM    53 MAXTOR    163 MDT    14 SAMSUNG    135 SEAGATE    297 SILICON IMAGE    1 TOSHIBA    67 WESTERN DIGITAL    1026

Hard disks from HP Compaq that include a temperature sensor Manufacturer Model Size Notes HP Compaq FB080C4080 80GB HP Compaq FB160C4081 160GB HP Compaq GB0250C8045 250GB There are 3 HARD DISKs listed here.