Solution + FAT32 faster
If you are talking about a personal desktop with only a single user FAT32 is good enough as long as you don't want to have a file > 4GB. FAT32 is faster than NTFS because it doesn't need the tons of permission checks and other stuff NTFS does. You can see the difference if you install Windows in a old computer and use NTFS, then reinstall and use FAT32.
Anyway, coming to your question, one good solution would be to convert just one of your partitions to a FAT32 partition, that way, you can still copy to windows and have NTFS as much as you like.
Hope it helps.