Once in a while when I turn on my pc my Sata Samsung HD (500 Gigs) is not recognized before windows boots up. When I restart the pc, same thing happens, I have to turn the pc on/off couple of thimes for the HD to show up.

Couple of times it also "died" while windows was running (in XP I got a error message and the hd dissapeared form my computer, in Vista the system froze up)

I did multiple tests (with windows system tools, and other apps and always the HD come up as 100 % working). Also when the HD is gone, and then I get it to show up nothing is lost, and all my data is fine.

What can be causing this behavior, faulty HD or not enough power (I have a total of 4 HD's, CD Drive, floppy drive, multiple of fans with neons and cables that glow which require power running on a 430w power cube) or something else ?

First thing I would do is test it without all the bells and whistles ( lights and extra fans)
reduce it to the minimum to keep it cool and try to run it. ( a small fan blowing into the case with the side cover removed will work. ( keep the CPU fan on and running )

If that solves it.
Get a new Power Supply

Also IF possible SLOW down the boot processes .( disable fast boot in bios )
Allow the drives to spin up to full speed before starting windoz

Double-check and consider replacing the cables/connectors (both power and data). The SATA connectors, in particular, have a very bad design which very easily allows bad contact to the mobo or the drive.

Excluding the good advice above ...

Grap a copy of Speed Fan [Freebie] and monitor the Temp and S.M.A.R.T. ... now in saying that I have 2 x 250GB SATA (Samsung) but in RAID 0 config thus I can't monitor them but other drives are just dandy (but I'm behind the times and all other drives are PATA). Give it a whirl nowt to lose from a freebie :)

PS My Drives are SP2014N and Samsung have a neat little untility for testing them. Mibbies grab a copy for your drive and test.