I don't have any in my s30(yet), my uncle mounted them to something under the dash in his firebird(it was his car that had the issue, not mine), really any cool piece of metal that has a flat spot big enough to mount them will work, bare metal with some heatsink compound is preferred, but painted would be alright. The MS case is pretty ideal, but I think they'd make it look slightly too 'mad scientist' for me, especially if it's visible, like mine is.
The only time these have a chance to heat up is under extended high duty cycles, like a track day or top speed run.