You can also do a:
# which hdparm
This will only search your path for the program so it may give you less files to choose from. In my distro it is in /sbin

By the way. Most shells do not provide all the sbin directories in the "normal" user's account. So I usually add them. For bash I add to the ~/.profile:
PATH=$PATH:/sbin:/usr/sbin:/usr/local/sbin