Any external hard drive should do. In order to be able to read and write onto the disk using your Mac, you'll need to format the drive as Fat32 instead of NTFS (Macs can't normally write onto these drives unless you install MacFuse or something similar). Windows will also be able to read and write onto the Fat32 drive. However, one limitation is that you can not transfer files over 4GB onto the the Fat32 drive.