Ohmarinus, good question about the mosfets. Most electronics boards that I have seen drive the mosfets directly from the microcontroller which gives a slow transition between the Off and On state of the device. Slow transitions in turn causes more energy to be dissipated in the mosfet instead of in the heater element. With a proper drive circuit, the Mosfets stay cool even with a relatively high PWM frequency. That way there is no need for a cooling fin on the mosfets. The mosfets are SMD and mounted just underneath the connectors.
As for the Stepper motor controllers, they have large pads at the bottom that dissipates some of the heat, but if you want to run them at very high power, you need to mount either heat sinks on them or use a fan to blow across.
As for the Stepper motor controllers, they have large pads at the bottom that dissipates some of the heat, but if you want to run them at very high power, you need to mount either heat sinks on them or use a fan to blow across.