On my main desktop machine, I have an NTFS-formatted external USB hard drive that I use to "share" data between OSes on occasion. I don't find myself using it that often, though, unless I'm booted into Windows, in which case I need it; it has most of my Windows programs on it.
That comes from deciding on a sort of "OS/essentials vs. non-essentials/optional progs" split way back when I was reinstalling Windows on that machine for either the second or third time (this was way before I knew anything about Linux).
My laptop runs only Arch (the first thing I did when I got it was wipe the hard disk clean and install it
), and my other desktop (a clunker with half a GiB of RAM
) runs only FreeBSD (got it from an old friend of my mom's; originally had WinXP on it). If I want to share files between all three, I use ssh/scp to directly transfer them…but I suppose that's kinda off-topic here.