PIO SCSI has little advantage over IDE, it's DMA SCSI that makes the difference - one that many users don't notice, however. If you're not using the machine while something (else) is using the HDD it doesn't really make too much of a difference (though I'd never got for a PIO controller). SCSI also allows you to chain up to 7 drives, including CD, DVD, tape streamer, scanners, ... (might be hard to get nowadays though).
@barney
A PIO controller puts (heavy) load on the CPU when data is transferred, so it'll slow down anything working in the background (or foreground respectively). It doesn't make any difference when the drives are idle.