I am constantly reading about people trying to move large files between NTFS and HFS+ partitions. I know that NTFS has Read Only support in 10.3, but there is a better solution...
The Mac OS X Ext2 Filesystem project has a great driver for OS X that provides full ext3 Read/Write support for OS X. For the other side of the game, Paragon has an interesting piece of software called Paragon Ext2FS Anywhere, which provides full ext3 support for 9x/ME/NT/2000/XP for only $29.95 with a free demo available. There you have it; a Linux journaling filesystem with support for files over 2Gb and large partitions. The perfect solution for sharing a single external drive between Macs and Windows.
[robg adds: I haven't tested this hint...]
Mac OS X Hints
http://hints.macworld.com/article.php?story=20040214000632173