First off, we have currently 2 types of hard drive (for consumers). PATA (often called IDE) and SATA. eSATA is basically an external SATA.
If you want fast (in theory) SATA is the best option connected via eSATA (if you choose and external drive). In theory SATA (or eSATA) is rated at 1.5gbps (SATA I) or 3gbps(SATA II), while a USB 1 is only rated at 12 mbps or USB 2.0 at 480 mbps and Firewire 400 FW400 (iee1394a) speed is 400mbps and FW800 (ieee1394b) is 800 mbps. Most drives today are SATA II. An OEM SATA or IDE drive around 500 GB will cost you around 110 dollars (give or take 10 dollars or so). They are trying to phase out IDE (PATA) for a few years now. Most new computers, desktop or laptops uses SATA connection.
A SATA enclosure can cost around 20 to as much as 100 dollars. So it would probably cost you around $150 (thats what I got mine for anyway) for a 500 GB plus an enclosure (I chose my enclosure with USB and eSATA).