SMD LEDs are surface mounted devices which are placed directly onto a circuit board and then soldered using a reflow soldering machine or hand soldered in some situations. Generally a SMD LED light will have a lot of smaller LEDs on a circuit board attached to a heat sink or fixture. Since there are lots of small LEDs the use of diffusers is common to avoid glare and multiple shadows.
A COB type LED or chip-on-board is a small array of LED dies which sit directly onto a circuit board and then with a single phosphor plate directly above them. This method makes the surface area required a lot smaller and the use of single optics, including reflectors easier.
Small as they are, they generate high heat which must be dissipated, or moved away from the LED, in order for the LED to live its expected life time.
The higher the operating current, the higher the heat load, so most manufacturers incorporate an aluminium body with fins to increase the total area from which the heat can be dissipated. In one newly-developed design, the LED bulb is water cooled! Some include small fans inside the lamp.