I'm using an Arduino and laptop (connected via USB) to collect data from a few force sensors. What is the benefit of using an external power supply (such as 9v wall-wart adapter) instead of powering the arduino with the already connected USB?
More current is available for powering sensors. USB only provides 500mA, and some of that is consumed by the uC, the 3.3V regulator, the LM358 comparator, the 16U2 USB/Serial adapter and its LEDs, the power LED, etc.
You may get less hash on the supply if its not shared with a laptop processor board, however
a cheap USB phone-charger might be even worse. This only matters for analog sensing, and
particularly audio.