One of the things I like most about my ThinkPad is the Ultrabay. The Ultrabay is by default occupied by the optical drive, but the optical drive can be removed and replaced with a hard drive adapter, a battery, or a serial/parallel port adapter.
I have both the IDE and the SATA Hard Drive Adapters for my ThinkPad. I used the IDE adapter with an 80 GB drive for years with my older ThinkPads. When I upgraded to a T60 last year I upgraded to a SATA adapter with a 250 GB drive.
There has always been questions about whether a drive caddy is needed to use the Hard Drive Adapter. It's actually not required, but the drive will be held more securely if you do have the caddy. If you don't use a caddy, the drive will not be fixed inside the adapter. So if you subject the adapter to a lot of movement, especially if you use it with an R series ThinkPad that has a larger Ultrabay, the drive connector can easily get damaged. The picture shows the drive hanging by the SATA connector alone when the adapter is turned upside down. A drive caddy (or Scotch tape) is highly recommended. (Warning: Don't cover the drive breathing hole if you use Scotch tape!)
Click on the image to see the larger version, the hard drives pictured at the top are SATA with caddy, SATA without caddy, IDE with caddy, and IDE without caddy.