How to use external HDD or a Pen drive across the major OS' like Windows, OS X and Ubuntu without formatting ?

This post arises from my initial struggles of using a MAC ( At the time of writing I have managed to blow up my macbook pro and back to  linux system and an occasional Windows user). I always had a ntfs partition on my HDD's and also my pen drive because one fine day I realized that the FAT32 file system which is so popular can't handle files of sizes greater than 4 GB. Yes i know that's atrocious in this age of blue ray and HD videos. So I converted all my disks to NTFS. All was hunky dory till I met my nemesis.

I got my MAC and transferred loads of file from windows and linux to my new sweetheart. After I decided I needed to create backups of some photos and other mundane stuff and to my utter shock I couldn't write anything on my HDD. I panicked thinking my HDD's are dead and with that my data gone. But I again plugged in my HDD to the old faithful Linux system lying in the corner. and to my surprise it was working just fine. I went back to my mac (yes I am ungrateful but you got to admit mac looks cool and the hardware is the best optimized for the software) and fired up my browser and looked at the issue. NTFS being a windows proprietary file formatting system was despised by Apple and Apple used something called HFS file system . And we all know that Linux also uses ext4 file journalling system. And HFS file systems were not supported on windows . I was sad at the turn of events and then saw complicated solutions to enable ntfs mounting on MAC and they were highly unstable.