Usually, I use ext-* as file system. But of course, if I want to exchange data usually to any system available, including Mac and Windows, USB disks formatted with FAT32 are the normal choice. But, to synchronise folders, rsync is also my choice. The usual rsync -av just displays enormous error messages, because permissions and ownership can not be set to a FAT32 file system.
Here is the set of options I use instead of -av:
rsync -rtv SOURCE TARGET