Blackmagic Intensity Pro is a PCI-E card for a desktop computer. It allows to capture uncompressed video from HDMI or component video input. Note that if your player, gaming console, satellite box,... uses HDCP, then you won't be able to record from HDMI, but you will be able to record from component video. You will need a RAID array to save uncompressed HD video onto your desktop PC. Editing uncompressed videos is very easy. You can also compress video when capturing, but you will need a very powerful computer to compress HD videos on the fly.
Hauppage HD PVR requires a PC with USB 2.0, so it will work with laptops. It has component video inputs for HD videos. HD PVR allows to compress video using h.264 (MPEG-4 AVC) without using any CPU resources; it can't capture uncompressed video. While you don't need a very powerful PC to capture such video, your computer needs to be powerful enough to watch and edit such videos (if needed). Many editing programs do not handle h.264 videos well, so you can have problems editing such videos. When you capture from gaming consoles, the video that you can see on your screen is delayed significantly, so you can't play action games if you connect HD PVR to your computer only, but you can use the component video paththrough from HD PVR to your HDTV or monitor.