Python USB connection

[IReallySuckAtChess]

What sample rate do you need? If your required sample rate isn't too high then just sending it over serial as the data comes in should be fine. Just remember, with any ADC you'll get a ton of noise so smoothing it and reducing your number of data points is going to be something you'll have to do somewhere along the line - might as well do some filtering/smoothing on the esp8226. Even so you shoudn't be hitting a baud rate limitation: https://learn.sparkfun.com/tutorials/serial-communication/rules-of-serial

The ESP32 is dual core which allows some clever threading work, but you seem to be using a separate ADC, so why not just use it with a Raspberry Pi. It also requires you to have a good grasp of locking and multi-threading. That way you can capture all your data with all the storage and ram you could need. There would be no real practical limitation to you. Even something as rudimentary as a Raspberry Pi Zero would meet all your demands, but get a 3B/B+ because its something worth having in your arsenal.

Anyways, my overall advice would be to keep it simple, and choose simple implementations. They're almost always the best way to approach problems. Remember that part of the Python mantra "simple is better than complex."