I'll give you a personal recommendation from experience: If you're going to regularly move large files (>FAT32 limit), then get an external hard drive instead. NTFS doesn't do well with USB drives. At the least, the drive will usually run slower (sometimes the same, but I've seen some serious performance loss, myself).
Also, the flash drives I've tried this on didn't fare as well once formatting as NTFS.
Also, changing the default format on a flash drive can have adverse affects, moreso than with a hard drive. Defragging also can be bad.
Generally, USB thumb drives are GREAT for small transfers, but for anything big, you really need to go with an external hard drive or external SSD.
My experience? Transferring large media files multiple times in a week between myself, my church, and other people. With computer work type stuff - small applications, documents, etc, no problem. With large media files (RAW PCM WAV audio, HDV files, etc), I've fared FAR FAR better using external hard drives.... OR... using internal hard drives with HDD docks. I've just recently begun doing this.
And here's a word of advice in case you want to try the internal hard drive via dock method - for convenience sake, make sure the HDD is hot-swappable. I forgot about that when picked up a few Samsung SpinPoint F3s to find out they are NOT hot-swappable. For me, it's a headache/pain. For you, it may not matter.
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"If to err is human, then I must be some kind of human!" -Me