What filesystem should I use to share across Mac (Yosemite) and Linux? I need to move large files (5-5Gb) from a Mac to a Linux machine.

Network transfers are too slow, so I wanted to use USB drives.

However filesystems seem to be a bit of a nightmare: HFS+ is hard to read on Linux, NTFS and Ext4 are hard to write on Mac.

Any advice on what's the best way to do that?
You can use exFAT but you may have to install the packages on Linux.  Probably along the lines of: 

sudo apt-get install exfat-fuse exfat-utils


This has the benefit of read/write in Windows as well.