What file system to use for external drive and usual drive?

I'm getting lost in these all file systems.

So 2 questions:

1) what fs to use in external drive for linux(compatability with windows would be good, but not mandatory)
I will use it constantly for files like 0.5 - 1 gb in size, and for larger like films.

2)what fs to choose for shared media partition(not external drive) in pc? will be mounted like /media

Thanks in advance