People do lots of different things. Sometimes it depends on what your system is.
1a. Old ide HDD
Pros: Fun & nostalgic if you got them & tend to have the best compatibility if you have something that's from the same time period of your computer/controller.
Cons: Expensive & hard to get if you don't have them and the remaining life span may be short
1b. Newer Pata HDD
Pros: Easier to find, faster performance, and probably has more life left in it but ..
Cons: Isn't period correct, there is a well documented gauntlet of BIOS incompatibilities to navigate when you put new drives in old systems.
https://www.vogonswiki.com/index.php/Storage# … age_Limitations
2. Sata HDD with a sata to IDE adapter
Pros: Fast and available and makes some HDD noise
Cons: The are devices large and don't speak CHS at all, which can make for even more incompatibilities for computers older than 1996.
3. SD to ide adapter ( Sinitechi device )
Pros: Fast and available and compatible with CHS addressing. Predictable performance and compatibility since 99.9% of the devices use the same IDE firmware. Portable.
Cons: No nostalgia. Performance limited to ~ATA-66 internally, regardless of your computer or SD.
4. CF to ide adapter
Pros: Available, inexpensive, portable. Usually fast enough for almost all <=486 uses.
Cons: Many families of CFs were created over many years for many purposes, so CF experiences can vary greatly.
5. 40 pin DOM
Pros: Works like the best CF devices. Makes for clean looking builds that don't come apart during shipping.
Cons: Needs hardware mod or special cable to go faster than UDMA2.
edit Fixed typoes
edit Added portable to SD Adapter, added 40 pin DOM