High-end video cards are just as powerful as P4 CPUs (for one example). They operate at frequencies around 1.5GHz, have their own ram and processing pathways. They eat up a LOT of power. If you have, for example, a 200W power supply, and are already taxing it to its limits with a P4 or AMD 64, have multiple PCI cards, a sound card, are powering many USB devices, lots of hard drives and CD-ROMs, then you might not have any power (at all!) to spare for a high-powere 3D card.
You want bare minimum 350W PSU (of good quality, if you can) for a decent high-end card. If we're being serious, you need 400+ Watts (450-500 better). If we're talking SLI, you need 500-600W PSU.
The high-end video cards have power plugs. They need more power than the graphics port can supply. You need to plug a cable in to feed them. If they use a standard 4-pin molex you can't have any HDs or CD-ROMs plugged into any other socket on this wire, going all the way back to the case of the power supply. If you have a PCIE card and your PSU has a PCIE plug, make sure it feeds only the video card and nothing else.
You can get some big problems if you don't have enough power going to one of these new video cards, the least of which is that it won't perform a fraction of what it can on full juice.
