NTFS is read-only in OSX. Although a Mac will read files on an NTFS volume, it cannot format a drive as NTFS nor can it write to an NTFS volume already formatted by a PC. The Mac uses HFS+ as it's default drive format, but will also read and write to FAT and UFS if you require it.
So although an encrypted image file on HFS+ is the securest way to go for your data, if you want to use a Windows disk format to carry your data to a PC you are pretty much limited to FAT, which is totally insecure.