Most synths (DP) load samples to ram, so, unless space is an issue, only streaming samples need a separate disk.
Esata should be little different than sata, with respect to speed. But, this depends upon the electronics used in the external drive.
And: some external USB drives actually use 5k rpm IDE disks.
Good to know, that when you discover the fire, you can grab just one small box to preserve you posterior.
But, I recommend an internal disk just for convenience. Not having another external connection is good. Then use the Esata for backups, and offsite storage.