Well, eSATA is designed to be the "external" equivalent of internal SATA—there are no significant physical differences. Ideally, any SATA drive should be hot swappable. The reality of course is different, and depends on what drive and motherboard you're using.
If you want to use an external drive while enjoying the relative speed of eSATA, make sure you get a hard disk clearly featuring support for eSATA. Hope this helps!