Okey so I tested so far few USB Flash Drives, doesnt matter ftp/samba or ext3/fat32 - Write Speed 2-3MB/sec
It takes only 10% CPU load, but speed the way to slow... Same flash drives connected to PC are writable @ 10-12MB/second.
Using micro SD card is much better. I'm getting 6.5MB/second write speed at 16GB class 10 card. It takes about 20% CPU load.
I dont have USB hard drive to test at the moment, will post info later.