I'm not sure why you believe USB devices don't come with detachable external antenna. Plenty do including some RAlink 3070 and other Ralink chipset ones for under US$20 shipped from China/HK (eBay, Aliexpress and various other sites) which should I think work to some extent in pfSense 2. Some even come with e.g. unidirectional antennas. No prizes for guessing who they're trying to sell these to, some even advertise aircrack or backtrack support. Dual antenna USB devices seem rarer but also exist (again Ralink 3070 or other chipsets).
Edit: Just realised Ralink RT3070 is a 1T1R chipset. Initially I wasn't sure if there was any benefit to having dual antennas in that case but then realised even though it's 1T1R it's still supposed to be MIMO so there may be. I do also find some USB adapters, still for under US$20 shipped on eBay which claim to have the RT3072 and be 2T2R (that should follow anyway). However I'm guessing 2T2R doesn't actually work on FreeBSD 8 and therefore pfSense since 802.11n speeds don't so there's no current advantage to 2T2R. In any case guess it's obvious I'm still learning about wifi ;-)
As for which one is better for speed, I can't say. I know USB devices have tended to show poor bandwidth (depending somewhat on the chipset and computer). This has definitely been the case for mass storage devices (particularly hard disks when compared to Firewire 400) but I think also ethernet devices. In other words, even if your wireless adapter is theoretically capable of up to 150mbps and your USB port 480mbps it doesn't mean you'll ever achieve that (of course pfSense is still limited to 802.11g speeds anyway I believe).