IT appliances can bring a lot to the table in terms of security -- more so that general servers, and especially more so than clouds. A major reason for this is their form factor, the physical configuration of the product. Appliances also benefit because they are not used for general-purpose computing; they're built, sold, and used for a specific set of tasks. (Or to use the IBM term, I guess I should call it workload.)
First, an appliance can be a sealed box with a tamper-indicating switch. If the case is opened, we can refuse to boot. In some circumstances we must just log an audit or diagnostic message. Making the appliance not boot is not a decision to take lightly -- it means that there are really no customer-serviceable parts inside. But if you can do that, you can also add extra features like special non-standard screws, and tamper-evident tape that breaks the seal if the case is opened.
An appliance generally needs some kind of storage to hold the firmware and configuration data. Even if someone opens the box, you went that storage to be somewhat protected. On most motherboards, there is EPROM space for the vendor to use, and you can put some key material there. Make that key be per-device -- this requires some coordination, if not outright ownership, of your manufacturing and fulfillment process. If someone rips the lid off and steals the drive, it will take some time to brute-force the key, and even then only that one, intruded, no-longer-booting, appliance will be compromised.
On some platforms, a TPM (Trusted Platform Module) may be available. This is a small piece of hardware that can verify a digest of various parts of your system -- the boot block, the BIOS, and so on -- and only release a blob (typically a key) if all the parts verify. TPM can be used for DRM (digital-rights management), such as ensuring that only an "authorized" player will display the DVD you bought; I dislike that. But when used in an appliance, to ensure that only the authentic software is running on the product, a TPM can make a lot of sense.