I had a 2008 iMac where I did a "roll your own" Fusion Drive with a 240GB internal SSD and a 1TB FW800 external HDD. That worked out well the majority of the time, but there were times where the external drive lost power, got disconnected or had other issues that caused me to lose connection. On one occasion the external drive got corrupted and I lost the whole Fusion array. But that's what backups are for...
My point being, my experience of having a Fusion Drive comprised of both an internal SSD and external HDD was positive enough that I'd suggest that doing it the way you are thinking about would be even better. However, as others have mentioned, your Bootcamp partition will be on the HDD and not the SSD. Given the troubles I had, I eventually went back to an SSD internal boot drive and multiple external FW800 drives, and just kept my apps and important stuff on the SSD.
With 500GB SSDs now costing HALF of what my 240GB SSD did some years ago, I'd be tempted to get a 500GB SSD, partition that into 350GB OS X / 150GB Win, and maybe also partition your 1TB HDD into OS X storage and Windows storage. Heck, a 1TB 850 EVO SSD costs less than my original 240GB SSD, so I know what I'd be doing!