Rémi,
In most cases, directly connected SSD drives to your onboard SATA controller will give you better results than a NAS. There are a few exceptions.
I've done some tests with NAS configurations, with varying levels of success, and I feel like it takes alot of effort to make it work right. You have to optimize the network so you don't introduce additional layers of latency through Ethernet. 1 Gbps NIC's could actually be a bottleneck depending on your drive/controller speeds. You also have to make sure that the NAS is robust and has good onboard SATA controllers, which you will probably get only if you buy something high-end or really have some skill building server-grade components.
Beware of cheap NAS devices. Most of it is junk. The disk controllers on the MacPro will almost always smoke external devices unless you really put effort into sourcing the right hardware.
Regards,
Jason Todd Shannon