External hard drives on USB do 25-30 MBytes / sec = 240 MBits /sec (again much less than the advertised USB speed of 480 MBit/sec). So you get about 20x the speed of wireless.
If you use Firewire, you will get up to 40 MBytes /sec, and on ESATA - up to the drive speed, i.e. with a new drive up to 80-90 MBytes / sec.
On Fast Ethernet you get about 12 MBytes /sec ~ 100 MBit /sec.
On Gigabit Ethernet connection - depends on the drive and the CPU of both computers - up to 800-900 Mbit / sec.