Including with USB, eSATA or Firewire? If eSATA then MacBook Pro don't have eSATA port but can be use on express card 34, only problem is eSATA don't support powered voltage and require to have plugged at all time when external HDD is in use, not accessible for mobile, unlike USB or firewire based portable HDD without require to plug it.
USB 2.0 would be ok but really bad for games that require greater space of HDD like 12GB from Crysis, it will too long to load, not faster as SATA does and Firewire would be very good if it's 800 but still slower than IDE (ATA).