Ok, there is:
USB - dongles (fairly small)
USB External HDD
CD/DVD
External SATA (Quite new)
Internal HDD
The quickest is external SATA, or putting a second HDD (Hard Disk Drive) into your machine.
Unless you're likely to need an external HDD, for a laptop or something.
If it were me, I'd probably put it in this order:
Internal HDD, External HDD (or iPod), CD/DVD.
Depends on how much (and how "big") it all comes to.