Ethernet would be the slowest out of USB, FW and Ethernet, assuming it's not gigabit Ethernet, and especially if you're running Wireless.
If you can get a Gigabit NAS (which it looks like that one on Dabs is), you'd need gigabit everything else (Router, Network card), and at least CAT5e cables. And although it's connecting at 1000mbps, it never likely to reach that.
FW800 would be faster, as it's a constant 800mbps link (which is why FW is used for video capture). If you're happy to have it plugged in locally, I'd go for that. Be aware that FW800 might mean you have to buy a FW800 card for your computer though, I don't think many are coming with them as standard at the moment.
For reference:
USB 2.0 = 480mbps (but not particularly constant... see:
http://www.usb-ware.com/firewire-vs-usb.htm )
FireWire 400 = 400mbps
FireWire 800 = 800mbps
Ethernet = 100mbps
Fast Ethernet (gigabit) = 1000mbps
Network attached storage is good for a domain style environment, where you're sharing a drive; many people can access the drive over the network. If you're just giving yourself an external HD, you might as well go for FW or USB (which you can still share if you want!).
EDIT
Forgot to mention eSATA... if it's speed you're after, buy an eSATA card and an eSATA drive, that's rated at 3Gbps (3000mbps)...