Physical security is the first step to hardening a server. In most cases if an attacker gains physical access to a device they own it. This section of the wiki provides a few basic things to consider when placing and setting up a server.
The most basic tenant of physical protection is don't let unauthorized people near the machine. Once an attacker has physical access to a machine you can put road-blocks in place to slow them down but if they are determined and intelligent they will get access to the machine. Make sure servers are in a locked room with limited access.
Every computer should be on a minimum of a surge protector. UPS's in addition to being able to allow a machine to properly shut down when the power goes out tend to provide cleaner power than a simple surge protector. It is highly recommend to use a UPS if it's available.
This is not something that can always be done, but providing a machine a comfortable ideal atmosphere to work in will prolong the life of it's components and ensure it's uptime. An ideal location for a server will have a temperature between 60 and 80 degrees fahrenheit and a relative humidity between 30% and 60%. Adding in environmental sensors can alert and administrator before their system's cook due to AC failures and is strongly recommended.
See more in the Security/Lockpicking article on this wiki.