Thunderbolt HDD for Windows+Gaming?

I'm looking to purchase a external HDD to install windows on for gaming, and I'm trying to work out what my best options are. I just got a new MBP and it's my first machine with Thunderbolt, so I'm not familiar with the choices. I'd like something fast enough that it's not going to be a limiting factor in gaming, it doesn't need to be bigger than 256gb, and half of that could probably suffice. I'm also open to either a good enclosure I can add my own drive(s) to or just a standard external drive. Finally, I'd like to avoid a $600 drive array, just not in my price range. What should I be looking at that fits those needs & is going to be reliable?