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It depends which filesystem you'd like to have. In ganeral, a journalled filesystem is recommended, two most popular ones are ReiserFS and Ext3. Many people prefer Ext3, because it can be mounted as Ext2 (older one, readable by all kernels and distributions).
If unsure, choose the one your distribution suggests.
So if you don't have a personal preference, use Ext3.
BTW Asking a question about which filesystem to choose can lead to a flame war If you search the site you can find a number of such threads.
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