DEFINITELY FW! I have lots of external drives, both USB & FW (5 USB & 2 FW4)... FW4 is always faster. Ive tried lots of programs and methods for moving around large amounts of data (~2GB), and FW has out-performed USB every time. Now... FW800 is supposed to be faster still... havent had a chance to play with it yet.
It also depends on what you are looking for... a portable drive? or a stationary drive. FW doesnt power the bus... so for a portable you would have to carry around a PSU in addition to the drive. I buy from Fry's & Newegg.com. Hope that helps!