It depends on the amount of data you have to transfer. If you have an external drive (flash or otherwise) that's large enough to hold everything, then copying from the old computer to the drive and then from the drive to the new computer is probably fine, and will save you the hassle of opening up cases etc. But connecting the old drive directly to an eSATA port provides the fastest transfer speeds and if you have a lot of data that will be faster.
Assuming that you're talking about different (or the same) versions of Windows, using eSATA should be plug and go. But one issue you may run into is if the files are in a subfolder of your profile directory (i.e., your "My Documents" folder). In that case you'll have to muck around with permissions to allow access by your new system.
If that's the case, then for 4GB worth of files I'd just transfer them via a flash or other external drive.