I'm surprised that everyone goes for the Shuttle Systems - surely some people want to build a nice quiet and small box to do basic things like DHCP, internet connection sharing and file sharing?
VIA Eden Motherboards are similar creatures to the Shuttles, some of the lower power ones don't require fans on the heatsink which is quite nice. You can also buy fanless power supplies for such beasties.
If you google for "mini itx" you can find lots of websites about them. Just surprised that not much is spoken about them.