The two cards are actually quite different physically. The 8600GT is a full height card which carries with it an active cooler, while the 8500GT is a low profile offering and chooses to use a passive cooler.
The heatsink on the 8600GT is pretty run of the mill. However, we can see when taking a closer look at the 8500GT we have a nice big copper pipe running out the back of the card and going around the other side. Copper is something generally saved for more expensive cards so it's nice to see it included on the 8500GT from Leadtek.
Like all 8600GTs, the Winfast version carries with it an SLI connector across the top which isn't present on the 8500 series. Something also not seen on both cards is a PCI Express power connector thanks to both models not needing it.
The I/O department between the two cards is also quite different, both included a DVI connector and of course the HDMI connector which is the whole reason we're here. There is also the S/PDIF connector but the full height 8600GT carries with it a standard TV-Out port which can be used with S-Video or Component with the included cables.
The inclusion of TV-Out isn't a huge deal, but if you wanted to grab a card now and you didn't have that HDTV just yet you still have a perfectly good video card which can output onto a TV with no dramas.