I recommend you to use exFat.
Those Mac OS X NTFS emulators didn't work 100% for me and I had some issues while testing.
FAT32 has 3 or 4 GB file limit. ExFat does not - and it works fine for me.
I've never had a problem with NTFS for Mac... However, I would use any file system other than FAT which is known to get corrupted at the drop of the hat, or HFS+ which is known to have compatibility issues with Windows/Linux.
That leaves you two options, buy a decent brand name NTFS driver for Mac such as Paragon's NTFS for Mac and do it that way or use exFAT which is natively universal.
Either option is pretty good and NTFS is pretty well compatible with Windows and Linux natively these days and OS X with drivers.
The benefit of NTFS over exFAT is the added layer of file security through permissions. FAT doesn't have a proper set of permissions to stop people gaining access to your files that shouldn't be. HFS+ does but Windows and Linux compatibility with HFS+ drives is not known to be exceptional.