Are you saying hardware raid or internal Mac Pro software raid?
Either. Even though hardware RAID does go faster than software RAID the principles are the same and the drive requirements are the same.
Is is not worth getting (3) WD RE2's and raiding them internally on the Mac Pro and would better be suited for an external array?
I find that the internal Mac Pro RAID 0 implementation to run extremely well for a software RAID. I am however a little disappointed with the RIAD 1 implementation and would have expected somewhat better read performance.
Would they go better in an external array with a hardware controller, sure. It really comes down to your budget, usage and expectations. I'm personally happy with my internal 4 drive RAID 0.
If I'm not mistaken. The Mac Pro is only software raid, right?
Without buying a hardware controller… yes.