I always go with NTFS, even on Macs. To make 'Write' work on NTFS drives on Macs, I use Tuxera NTFS. Problem solved. Aside from that, I always format my drives to NTFS for storage as soon as I get them. It's the one I trust, regardless of whether I'm using a small flash drive, portable HDD/SSD, or a 14TB drive. NTFS is journaled, exFAT is not. I've had issues with exFAT before.
I only ever use exFAT if NTFS isn't working and exFAT is specifically required.