Warnings, some things to consider…
Before getting to the nitty gritty, let’s consider some of the small inconveniences of NAS, in order to avoid a few common complaints from users.

First of all, NAS are generally
slow. When a good USB 2.0 hard drive reaches a transfer rate of 25 MB/s in writing without breaking a sweat (from the PC to the drive), most NAS do not even attain a sustained speed of 15 MB/s. And when transfer involves small files (less than 1 MB), it’s catastrophic. While the USB drive can maintain almost 15 MB/s, NAS rarely go above 1.5 MB/s!
More concretely, just know that 15 MB/s corresponds to about 1’08 min to transfer 1 GB of data and almost 5 min for an entire DVD of 4.7 GB.
This slowness however is not a definitive and manufacturers have made real progress on the latest models. For example, armed with a Celeron the Thecus N5200BR Pro produces high performances as we will see. With a sustained speed of more than 34 MB/s in writing, it is faster than USB 2.0 drives! Of course, you pay a high price for these results and it’s still inferior with small files at only 5.5 MB/s.
In the same way, in reading all current models are more or less equivalent. We measured a sustained speed of a little less than 30 MB/s with a USB 2.0 drive and a little more on recent NAS in Raid 5. Even if here again the USB 2.0 drive keeps a net advantage in the transfer of small files – at best, almost double – compared to network drives.
Actually, if you are aware of the slow transfer speeds, this is something with which you might learn to live. And according to your use of NAS, this doesn’t have to be an inconvenience. For example, if you only use it to save data, speed will not make a big difference (especially if backups are made at night). The same thing goes if you use it to centralize multimedia files (Mp3, movies, photos…). 10 MB/s is largely enough for the fluid playing of these types of media including with simultaneous users. You will just have to be patient when transferring files.

Another thing to take into account is that NAS is only accessible via the network. Except in rare cases, it is not possible to connect them directly to the computer via USB ports. This limit essentially comes (but not only and actually nothing is planned for it) from the file system used by NAS to format the drives (generally Ext3 or Xfs) which is not supported by Windows.
With the four drive models tested here, this limit is not too bothersome because we don’t really expect to move them. On the other hand, there are some one or two drive NAS which we might be tempted to use as simple external hard drives and so we could expect to have some mobility. But here again, unless otherwise specified, it’s only possible to access them via a network cable. Of course, the direct RJ-45 connection is possible without going through a switch but this necessitates a minimum of preparation (either configure the NAS in fixed IP or ensure the Windows DHCP server is activated).
The exception is for example the Thecus N5200BR Pro : equipped with a USB type B connection, it offers to allocate Raid storage which is accessible in USB. This however simply remains a backup system because, first of all, performances are mediocre and second it is not possible to access a specific zone of the drive.
Finally, while Raid 5 does indeed guarantee a high level of security, for these NAS it’s not 100% sure. There is still the possibility (of course very low, but it cannot be entirely eliminated) that two drives simultaneously breakdown. The probability is increased if the failure is related to the use of NAS in poor conditions (notably overheating). Otherwise, the NAS itself can fail and the recuperation of data becomes very complicated if not impossible.