Best file system for an external hard drive sharing between OS X and Windows I would like to buy an external hard drive that I'll use on Mac OS X and on Windows, but I don't know the best file system for it (reading and writing on the both system).

I know I can used FAT32 easily, but I have files bigger than 4 GB so I can't use this file system.

So, I think for NTFS or HFS, but I know I can use on the two systems with software, but I don't know the fastest one to transfer files. Also, I don't know if I can use ext3 or ext4.

If someone knows one of the best way to use an external drive on Windows and Mac without used FAT32, please tell me.
Which versions of OS X and Windows do you need it to work with?  If they're recent enough, ExFAT is probably the best answer.  Support for it was added to OS X sometime around 10.6.5 and AIUI it's built into Windows 7 and available via updates for everything since Windows XP.

BTW, if you're formatting via the Partitions tab in OS X's Disk Utility, be sure to use Options button to select the MBR partition scheme.  If you use the Erase tab, just select the disk (not the volume listed under it) and it should automatically use MBR partitioning.