YES, same physical or partition size. While the RAID-? parameters should explain that to you. To make life simple, don't start mixing various different sized HDs. The whole idea under RAID is to install similar HDs in order to replace them should a problem crop-up and easy of repair and/or network. If what you plan to do works, then it was installed to the system knowing what the true partitions(matched) was in order for all to be installed and may work with slight variation but if a problem arises, where do you start? You may encounter enough problems with RAID why introduce more.
Say you want RAID 5 with 4 different sized HDD, is this possible or do they have to be the same size in order for it to work?