* Where to check your eSata Performance * ?

You need a simple disk benchmark... you can use something free like "SiSoft Sandra Lite", "HD Tach", "HD Tune"...

Actually, there is a built in one in Windows XP, but it's a little tricky to get to. Got to System Properties, either by "My Computer"->right click-> Properties, or Control Panel-> System. Select the "Hardware" tab and click on"Device Manager". Find your eSATA controller (mine is "NVIDIA nForce Serial ATA Controller" for example), right click on the controller and select "Properties". The drives you have connected to your controller will be listed by "Port X" on tabs (X = 0,1,2... one for each drive). Select a drive tab, and hit the "Speed Test" button. It will display a Theoretical Limit, Burst Speed and Sustained Speed for your drive.

Of course the utilities mentioned work too, but you already have this in Windows if that's all you need.