Well, SCSI just about always beats out EIDE drives (with very few execptions). But, of course SCSI is also more expensive than EIDE. The drives themselves cost more, and a good SCSI controller card will cost you too (unless you luck out and have onboard SCSI on your motherboard).
The performance gap between SCSI and EIDE is decreasing though, and I found an excellent EIDE solution for myself. Went with a RAID 0 (two drives acting as one) configuration. (no redundancy though, so technically a RAID 0 has twice the failure possibility, but I do weekly backups).
Bought 2 Maxtor 60G hard drives (act as one 120G) and a Promise Fastrak TX2 Raid controller card. Cost me less than $300 USD for all three, and it's a good price/performance ratio.