The answer depends on your usage.
Large SSD disks are expensive but will be very fast for almost any IO. SSHD disks are moderately priced but once you've exhausted the data cached to the SSD portion of the disk you are back to normal disk speeds. Spinning disks are...well what we're all used to.
I personally would stick with a "normal" SSD in a laptop unless you need so much space the cost is prohibitive AND you can't get by with a USB drive for that storage. So if you just want to be able to fit your movies etc I'd get a SSD + external USB. If you are editing videos or other large files a hybrid disk makes more sense.
As far as SSD speeding up your laptop, yes it will be MUCH faster for most use cases compared to a traditional disk, SATA connected or not. SSDs offer two main benefits over traditional disk - they don't have to move physical objects (no spin up time and essentially no seek times) so non-sequential operations don't take near the performance hit and they can go to a low power state and back with little performance cost.