1) I see plug computer with a lot of accesories like sd slot, esata, wich are the really useful ones?,
All are very useful , but it all depends on what you want to do with the plug.
The SD card allow to have different boot options , with just a change of the card .
Esata is faster and uses fewer resources than a USB drive.
2) It posible to install debian or ubuntu, what is the best option?
Yes you can install debian or ubuntu , I personally would go for Debian.
3) it can be installed on usb disk, sd card , esata disk, flash, the best option?, i think if i install it on usb disk it can be slowest than in flash or esata disk, isn't it?
AS ( 1 ) it all depend in would you want to do what the plug.
Booting off the SD card as the advantage of been able to sleep , any hard-drives plugged in.
But SD cards have the disadvantage of wearing out fast , if accessed.
Internal NAND , limited in size , But is idea for standalone applications where it`s not going to be connected to a hard-drive , then I would go for the SD card and use the NAND for backup.