Read actual lab performance reviews of recent external drives. It's quite impressive how fast many are and how little power they consume, which equates to how much heat they generate.Look particularly for comments on unit temperature under sustained use. You probably can find an external HDD with really good performance that works just fine with no fan inside. However, if you are going for ultimate speed and a unit that contains a high-rpm Raptor or some such HDD, you may need that fan. When you buy, consider buying a replacement fan, too. If you use it for long periods, that fan may well wear out before any other component. And just try to find an exact match for it three years from now!
I agree the Firewire 800 (aka IEEE 1394b) interface is the fastest of the common ones available, but you'll probably have to buy a PCIe card to install that interface in your PC. You should be aware that an eSATA interface to an enclosure that contains a SATA II drive inside will probably work just as fast as the SATA II internal drive system. So if your machine has an eSATA port already, consider that. If not, consider adding one via a PCIe slot (NOT plain PCI) - PCIe x1 may be fast enough - as an alternative to Firewire 800. I still agree, though, that if you are adding a PCIe card and port anyway, Firewire 800 is faster than eSATA. Not sure about relative costs.