I've had this problem for a long time and can't find a solution. I switch between the 3 OSes all the time and use a 1TB USB Drive to do so. I can't seem to find a format that is compatible across all systems that handles large files (at least 8-9 GB).
Does anyone have a solution for this? Recently I've tried exFat but that messes up the filesystem when trying to read on windows after adding files from Ubuntu (using the fuse driver).
The OSes currently I'm using are Windows Vista/7, Mac OS X (10.6.5) and Ubuntu 10.10
update: I've decided to go with ntfs for now. The download for ntfs-3g for mac can be found here.