Actually it doesn't really matter wether you include HTML or you just write it manually in the script.
But be aware that when you either write or include things in the script such as databaseconfig or variableconfig. If due to a error, the server doesn't process the php scripts, they will be shown as regular html and then people will be able to read the php (including all the variables). They can then be able to use that to for example copy/adjust your database or get access to secure parts of the website.
To sum it up:
It doesn't matter if wether you include or write the , and tags in a php file. I recommend you always include configs that are either hidden from the user with .htacces or that are located above the webroot.
~G