If the Sony machine that's tempting you has a USB port, and I assume it does, then there are several External USB FDDs - including a Sony version - their PCGA-UFD5. It's a neat slim little thing powered from the USB port.
If you have several USB devices, however, you could drain too much USB current and will need a hub with a power supply.
For my sub-notebook (the one with the camera that has no drives at all) in order to rebuild the operating system etc, I
had to buy the dedicated Sony CD-ROM drive with PCMCIA interface. It's the only way to get this notebook to recognise an external CD-ROM - even after booting from a floppy.
The reason is something to do with a SCSI to IDE conversion that Sony have used in making it possible for the BIOS to see a CD-ROM. I tried booting from DOS and using normal DOS CardServices and had no luck.
If you buy a Sony without an in-built CD-ROM, get the sales person to look you in the eye and tell you that you must spend a further £300 or equivalent to get one you can boot from.