Internal SATA3 or external USB 3.0 are going to have a negligible real-world speed difference and are generally both perfectly safe for transferring files.
In technicality, based on the principle that:
The more components there are, the greater chance of something going wrong,
then safety is as follows:
- Internal SATA
- External USB
- Wired LAN
- Wireless LAN
⇩ Least safe
- Internal SATA has only the internal PC components to go wrong.
- External USB has that plus the USB sub board plus the USB cable.
- Wired LAN has the internal PC components plus the length of ethernet cabling, plus the router, plus anything behind the router between the host PC and the router.
- Wireless LAN has the internal PC components plus interference (look it up), which is considerably more volatile than cabled transfer (relatively), plus the router, plus anything behind the router between the host PC and the router.
In general, however, you're pretty safe with any of the methods, although I would avoid wireless to transfer sensitive data for both the reasons of volatility due to interference, as well as security (interception of data transmission by a malicious nearby third-party), especially in corporate or public settings (but also in home neighborhoods).
On the other hand, if the data is highly sensitive, you should ALWAYS verify the data when transferring. There is always a risk, however small, and due to lack of human omnipotence - and lack of absolute scientific certainty due to various anomalies such as the principle of quantum mechanics which states that a single atom cannot exist at the exact same place at the exact same time (the reason human teleportation is not possible - at least not with current technology), it is impossible to predict with absolute certainty whether there was a data error or not.
- If the data is highly sensitive, you should ALWAYS verify the data.