That's probably because the flash drives are formatted as FAT 32, so as long as each individual file is below 4GB, the flash drive will work perfectly in both windows and OS X, but if you try to move a file larger than 4GB on your 8GB flash drive, it will not let you because it cannot allocate that much space to any ONE file!!
So, if you don't have files greater than 4GB or something, then you're fine
I thought the limit was 2gb files, but yes this is correct. Because FAT is a rather old format it cannot store large files on it because that wasn't an issue when it came out, however, as it is the only format that can read/write with Mac and Windows there's not much you can do to get that large of a file from one to the other with a flash drive. A limitation of the format and not necessarily Mac or Windows. A solution to this is to find an app that can separate compressed files to a size lower than the limitation of FAT and then to re-combobulate them on the other end. On whichever side you start on, I'm fairly certain there is an app on Mac that you can find that can work with separated .zip, .rar, and .sit files easily enough.
If the PC you have isn't too old then you could burn a DL DVD with the Mac (up to 9gb I believe) to put on the PC. I think any DVD player should be able to
read DL DVD's just fine, it just depends on how old the optical drive is on the PC and whether or not it likes burned DVD's in the first place.
Weird that you mentioned that the Mac can't read the drive when it's formatted NTSF because I know that Mac's can
read NTSF but cannot
write to them. As the Mac can't write to NTFS it cannot format to that either, but if you do that in the Windows side and plug it in on the Mac it should let you copy the files over but not copy files to it (because the New Technology File System is.... newer, I think that's how Fusion/Parallels format the Windows side and is what's required to use Bootcamp correctly). When I was trying to format a flash drive in Windows I couldn't actually figure out how to add a partition (drive was useless) to it as NTFS (it would format the drive, but there wouldn't be a volume to mount on either side).
If you are doing it correctly, then don't be surprised it might take a few minutes to mount on the Mac side if not at all. Head over to Disk Utility when the drive is on the Mac and select the flash drives volume (the item listed underneath 8GB SAMSUNG FLASH or whatever) and click the MOUNT button at the top.
Also, as a note, when you format a flash drive, it might be easier to do on the Mac side if something goes wrong. Do not just go to the Erase tab but head over next to it in the Partition tab. When you change the Volume Scheme pull down menu to 1 partition (or whatever), it will unlock the rest of the options in the window, and allow you to change the partition map scheme (through the Options button at the bottom) to Master Boot Record (MBR) and then change the Format pull down menu to MS-DOS (if something weird happens, that option will correctly reformat the flash drive to its original state read/writeable by both systems).