For those that ask, yes, it IS possible to mirror a pair of external drives. The only trick is:
1) Ensure that they're chained (one is plugged into the other) and
2) Ensure that they're spinning before you plug in the cable.
Apparently, if there's a delay between the time that OS X tries to access the two drives, it will think that the mirror is broken, and re-sync the mirror. For some reason even spin-up time is too long.
If OS X want to re-sync the mirror unnecessarily, it is a PITA; it can take many hours to re-sync 1TB drives.
Spinning and plugging in one cable should keep you happy.
