The first question is what the wine is for. A drinking collection that turns over every few months wants easy access, single-bottle racking and a bit of room to grow. A cellaring collection that sits for years wants case storage, stable conditions and less handling. Most people have some of each, so the racking usually mixes bottle racks at eye level with case shelves below.
Where the cellar goes decides almost everything else. Under the stairs and in a converted store room are the two most common, and both are workable if the room is sealed properly and kept away from an external west wall. A glazed cellar in a living space needs to look considered from the outside as well as work on the inside, which usually means a timber or metal rack with a rhythm to it, lit from within, behind a full-height glass door.
The details that matter are quiet ones. Racking sized to the bottles people actually buy, including the wider Burgundy and sparkling shapes that will not fit a standard slot. Lighting that is cool rather than warm, because heat is the enemy. A door seal that actually closes. And enough clear floor to stand a case down while you are looking for something.