OS X still only supports read-only access to NTFS volumes. This is simply because NTFS write access is difficult to achieve because NTFS is a proprietary Microsoft format and is not well documented. Most linux distros only support NTFS read-only access by default because writing to an NTFS volume is potentially destructive. No one has come up with a reliable NTFS driver for writing other than Microsoft. Apple's HFS formats, while proprietary to Apple, have been extensively documented by Apple and posted for all to learn from on the Apple Developer Connection web site.
If you want a disk that is universally supported by all platforms you're stuck with FAT. As mentioned above you could use ext but you would need to install the ext driver on Mac and Windows, and any other machine you may come across that you might want to connect the drive to. A friend of mine had this same problem but he instead decided to format the drive for Mac (HFS+) and install
MacDrive on his PC. The software isn't free but they have a trial.