Unfortunatly, FAT32 is the only file system that seems to be common to all three OS'. If you are willing to spend a little money for a PC app like MacOpener (and there are others) that will let you read and write Apple HFS+ disk format, then this may be the best. Many Linux distros support this via kernel module hfsplus. I know for a fact that the recent SuSE releases (9.3 and forward) support this module, as does Ubuntu (at least Dapper Drake, the first Ubuntu release I have tried). If you buy MacOpener or its ilk, you now have all of Windows, Linux and of course Mac that can read and write the external hard drive.
As an alternate, you can do what I do, which is use HFS+ on the external drive, hence both Mac and Linux can read and write, while maintaining full user and permission information. To add Windows to this set, I use Linux as a go between. Like you, I have Linux dual booted on my Windows box. I keep a shared ext2 partition that both Linux and Windows can read and write (ext2 support all the user and permission information, and Windows just ignores it) and keep any stuff that needs regular transfer amongst all three environments on that partition. Works well.