Most users today connect each SATA hard drive to an available SATA port.
It is important to know that the eSATA specification also supports port multipliers. These allow one to use a single eSATA cable to hook up eSATA storage appliances to an eSATA controller. Port multipliers can be used to run up to 15 SATA drives via a single SATA connection. Hardly anyone would operate so many drives over a single connection, because the 300 MB/s link will become a bottleneck. However, possible applications include hooking up an external optical drive and a hard drive to a notebook with a PCCard eSATA controller. Single hard drives deliver up to 90 MB/s, which disqualifies running more than three to four drives via port multipliers if you intend to maintain high performance. Most SATA controllers do not recognize port multipliers. Professional controllers and latest hardware such as Intel's ICH9 should recognize PM.
Semi-professional eSATA storage appliances with port multipliers typically are static devices as well, because their configuration is pre-defined. Some hold four hard drives, while others can run eight, and they'll connect to your host system via eSATA. In most cases, it is not possible to change the operation mode (JBOD, RAID) without losing data, because only high-end storage appliances feature RAID logic; not to mention that these appliances are huge and too expensive to use them at home.
Silicon Image has jumped into this gap by adding a port multiplier and virtualization logic into its new SteelVine storage processors. External storage products based on these processors allow you to concatenate devices and to upgrade your chain of eSATA drives depending on the settings you chose for each device.