Internals are better unless you are using SCSI. With IDE externals you are limited to using parallel port or USB, which are limited to a maximum of 4X writing, which is very slow.
So unless you have a SCSI card, get an internal IDE CD-writer. The best, most reliable models are made by Plextor.
www.plextor.com
They have a new 16X model out that I am buying this month!
Before all the file sharing software came around, I used to get all my songs through FTP sites. This is a very frustrating method, but it does work if you are patient. You can search FTP sites at
www.audiogalaxy.com.