Good answer, a few things to add:

There is an external graphics card case extension available. It connects to an ExpressCard slot and takes pretty much any standard PCIe graphics card, which allows for a semi-portable solution (requires external power, so not suitable if you're on batteries). The performance of this is still no match for a desktop solution, because the ExpressCard is limited to one lane (PCIe x1).

Forget tablets - there are none available (as of a few weeks ago, when I did some research on that subject) that are anywhere near the graphics card power you'd want for gaming.

Hard drives with 10'000 or even 15'000 rpm are available in 2.5", but those are intended for rackmount servers -- laptops cannot provide the cooling required for these small monsters.