USB 2.0 is the most widely used interface and works well on the desktop, with a maximum transfer rate of 480 Mb/s. It is also backwards compatible with USB 1.1, but with a much slower transfer rate.
FireWire 400 (also known as IEEE 1394a) has a maximum transfer rate of 400MB/s and so competes on the desktop with USB 2.0, although it is possible to daisy-chain devices over a longer bus length. Firewire 800 (also known as IEEE 1394b) doubles the maximum possible transfer rate, and currently leads USB 2.0 for transferring large amounts of data, such as Audio and Video professionals.
The eSATA connection is relatively new. It is not merely an external version of the SATA connection because it uses a different cable connector and offers doubles the maximum possible bus length. With a maximum transfer rate 3 Gb/s eSATA far exceeds what is possible with USB FireWire, but it does require its own power connector. However, it is an excellent choice for external disk storage.