The last two SATA systems are labeled "SATA 3 Gb/s" and "SATA 6 Gb/s"; the newest USB3 system is capable of about 5 Gb/s. So based only on those numbers, which is faster and "better" is clear.
Now her comes the big BUT:
In all 3 cases, those are the specs for the MAXIMUM data transfer rate that the COMMUNICATION part of the overall system can do. They have been designed deliberately so that this part of the systems will NOT limit overall performance because the COMMUNICATION part is the fastest component. It turns out, though, that when dealing with mechanical hard drives (the ones with spinning disks and moving heads), those mechanical components limit the real average data transfer rates to somewhere between 1.5 to 2.0 Gb/s The heads and disks just can't move faster! So the new system designs for the COMMUNICATION subsystems are working! But in fact, the real data transfer rates for all of those three interfaces when used with conventional hard drives is the same because it is set by the DISK, not by the comm subsystem! With the most current technology, the only common storage device that can exceed 3 Gb/s, but still is slower than 5 Gb/s, is a good SSD - Solid State Drive - that has NO moving parts.
So, OP, for your original question the answer remains: your best choice is an internal HDD. Whether it is called SATA 3 Gb/s or SATA 6 Gb/s will make no difference in real performance.