If I were you, I'd use the SATA hard drive for the lot, as you're going to get quicker access times. You can easily fit everything you want onto the single SATA hard drive. But, if you're wanting to run other Linux distros for testing, why not use the whole of the 9Gb drive? That way, you have you Win XP system + core Linux system on the SATA drive, 9Gb drive for Linux testing, and gives you the 20Gb drive to play with, or just remove completely.
With positioning, it doesn't make that much of a difference AFAIK, and you don't *have* to install Windows within the first partition of your hard drive. It's the boot loaded which gets install in te MBR of your hard drive, which is the right at the very start. As for swap, if you're running a 1Gb swap partition, I'm guessing you've got plenty of RAM. You probably won't even touch the swap space to be honest, but rather than splitting it across three drives or partitions, just create the one swap partition. If you were running 3 drives or more in a RAID array, you might get a performance improvement, but chances are it won't even be used.