Thank you all. Yes, I want to have more security - not speed.
I've tried eSATA with fantec housings. But ran into trouble, because these fantec housings (2 drives in RAID 1) stopped working under 10.5. The manual said OS X 10.3 and higher. But that was not true. Because of the wrong manual the dealer took the fantec housings back.
Then I switched to NAS (ICY BOX). They are nice but slow. And you can't format them HFS+. So you have not all the Mac convenience with them. They are fine for 2nd backup. But not nice to work on.
So I now want to try RAID 1 with MAXTOR 1T external FW drives. After I know it should work, I'll give it a try.