If I had to copy lots of data on/from an external drive, I would reach for eSATA. I haven't used USB 3.0 to connect an external drive, but I have used USB 2.0. Yeah, I know, get with the times. Anyway, the difference between eSATA and USB 2.0 is night and day. I would guess copying data would be 2-3 times faster with eSATA than USB 2.0. Obviously, USB 3.0 changes that, but as I already noted, I'm not sure how much. I have a little experience with FireWire 800, and it still takes second seat to eSATA, but in the real world, it is faster than USB 2.0. So my official rankings IF you are moving around a lot of data are (1) eSATA, (2) FireWire, (3) USB 2.0, but USB 3.0 might change that order. For most normal use, I would totally switch that and go USB first, simply because it cables are everywhere (I literally found a USB cable that I had forgotten about stashed in my car's ashtray over the weekend.) and I don't even have to turn the PC around to plug it in, and it is fast enough as long as you aren't copying many GBs of data. There is a difference in how long the different kinds of cables can be, but I can't remember that off the top of my head, so if that is a concern, be sure to look into it before making any purchase.
It covers the differences between eSATA, USB and Firewire. Which one you pick depends on what you need and what each one has to offer. Give that article a read and you should have a better idea about which one will work best for you.