I see from your signature you have a Gigabyte DS4, the onboard controller allows for Raid0 (striping), Raid1 (mirroring) and Raid5 (block striping with parity data written across the drives - needs a minimum of 3 drives).
Raid0 is the fastest of the options but allows for no redundancy so if one drive goes down then the whole thing is done for, it also doesn't benefit everyone in speed terms as it works best for large contiguous files.
Raid1 is safer as you have an exact copy but doesn't tend to improve speeds at all.
Raid5 is relatively safe and can cope with the loss of one drive and allow the array to be rebuilt however it isn't particulary fast for writes I believe although read speeds are good.
There is way more information in a
Wikipedia article for instance but I've just given you the very quick overview.