The Sony card is an interesting idea. I wonder if you can boot from it! I like the eSATA speeds too, but the firewire 400 hard drive I have for now is plenty fast enough for what I use it for and I have an unused FW 800 slot at the moment anyway.
There are more USB sticks available than Express Cards, but my MBP looks far neater when the datacard is in - I can put it in my laptop bag with the card in place, unlike USB sticks which have a habit of goign missing!