Speed up MySQL inserts with partitions on MyISAM with unique key
First of all, concurrent writes are definitely not an option for MyISAM storage. Each of them will lock a whole table (except for reading in some cases). If InnoDB does not suite you well, try TokuDB. But it will be slower compared to MyISAM because of transactional nature of TokuDB (and InnoDB of course) engine (you should write the same data at least twice: journal and data files). Also, if your server will crash some day, you will be waiting for hours until your 40Gb MyISAM table repairs.
If you still want to load data into your MyISAM-tables and want to do it fast, I can recommend to use LOAD DATA INFILE
instead of inserts. This is the fastest way to load large volumes of data to table. And yes, indexes will slow down insert performance in exponential way.
A word about partitions: INSERT-statements in MySQL do not support pruning, so all your partitions will be scanned on each statement for unique index matching. Also, all partitions will be locked until insert ends.