Didn't show it because there is nothing to show.
An AMD bulldozer or piledriver is going to be around 125 watts TDP, due to cost I don't expect a vishera in the box. Ultimately there is a thermal concern to manage. The other components are also going to be heat generators as well although scaleable. Going to be looking for some fans, fairly heavy heatsinks... hard to say if it will be custom or off the shelf components, probably looking for something in the way an external power supply with a rather large cord to separate the devices, it may have some sort of fan as well.
499.00 USD has been the buzz, but I think that is somewhat light. The OS will be kind of windows 8 kernel, which makes the wonder how Sony has worked around the patents of the Kinect device... maybe cut a deal for Xbox to run with a Blu-Ray device at close to cost in exchange for Kinect and the OS. Unified API's... ermm...
As far as the overall shape of the unit? the ductwork will dictate most of that, CAD and tunnel testing the airflow trying to mitigate the noise that the fan/fans are going to put out... probably going to have some throttling built in to control that as well.
Something like this depending if the thing has the PSU internal or external?