The MacBook Pro's have this strange slot called the ExpressCard 34. This is a narrow card than the PC Card or PCIMCIA card and I've never really had a use for it since "USB 2.0":http://www.everythingusb.com/usb2/faq.htm is 480Mbps so plenty fast considering most IDE hard disks only run at about that speed in real world throughput.
But, if you have SATA, the two speeds are 1.5Gbps and 3Gbps, so they can over run USB 2.0 theoretically. An "ExpressCard":http://en.wikipedia.org/wiki/ExpressCard theoretically runs at 2.5Gbps maximum if they are PCI Express cards. It is a little confusing as some ExpressCard's actually are just USB devices, so I'm not sure why you really need a special card (maybe for a wireless modem you don't want hanging out of your notebook?), other can plug directly into the PCI Express internal bus.
So with today's ubiquitous USB everywhere, the only real need for this slot seems to be: a) if you want to use really fast external drives and run them at full speed. In effect, this makes a modern laptop as fast as a desktop for all but games and b) if you have a wide area network like an EVDO card where you want to connect but don't like stuff dangling.
A good choice for the former might be the $40 "Rosewill RC-605 SATAII ExpressCard 2 x SATA":http://www.newegg.com/Product/Product.aspx?Item=N82E16839200006. Users have said that they get 50MBps from their internal 5400 laptop drive, but you can get a real 75MBps from a 7200rpm external drive. If you are doing video and so forth, having a system drive and then a data drive outside is really going to make a difference. Even a slow USB 2.0 drive that is limited to 480Mbps (probably 40MBps) is going to be better as have separate data and system drives reduces swapping and disk seeking. It also has a Mac driver which is great!
The other confusing thing is that there are two sizes of slots, 34mm (ExpressCard/34) and 54mm which is slightly wider on the outside. called ExpressCard 54.