They don't. But you do have to commit a little real estate to it - my friends' setup takes up about 25 square feet of floor space.
Any idea how you make this stuff? I have enough real-estate so the 25 sq. foot space isn't a problem. I'm tried of paying $3 a gallon for gas (I have cut back tremendously how how much I travel, which is helping keep down the overall maintence costs on my car, but that's not the point I would love a cheaper fuel option for my car).