Every photocopy machine I've come across that accept USB sticks do not support exFAT, so what I would do with my USB stick is to split it into two partitions, one FAT32 and the rest exFAT.
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ext4 because I value my data and don't want to lose it. I used to mess about with ZFS for mass storage but it's a university course to learn how to use and have decent performance.
I used to use XFS, but ext4 caught up.
And I used to use XFS... on something other than Linux.
xfs has reflinks. That means you can copy huge wodges of data nearly for free on one filesystem. For backup systems this is a killer feature. Veeam rolling up incremental backups into the last full happens in seconds because pointers to blocks are juggled around rather than the data blocks themselves.
xfs has been around for a very, very long time. I use it for larger filesystems eg Nextcloud, Zoneminder and the like (and Veeam backup repos that are not object storage). I use ext4 by default.
pfSense boxes - zfs because the alternative is ufs.
RPi - OverlayFS (with ext4 and tmpfs) gets you a generally read only filesystem with changes held in RAM. Ideal for kiosks, appliances and keeping memory sticks alive.
Windows - NTFS, it works well and has streams and there aren't many other options (ReFS is a bit new but it does have reflinks)
My regular computer is ext4.
I assume my raspberry pi is ext4, but I've never checked what DietPi runs as default. It works fine.
My 720xd is ext4 on the OS drives, but the storage drives are ZFS with dual parity.
I wish I'd actually chosen a file system instead of just letting window's at the time default to NTFS for external drives.
Moving from Windows to Debian; NTFS has been nothing but a headache. I've actually had to setup a windows machine to serve that drive pool via SAMBA as Linux just won't play nicely with it.
I've got Btrfs on my desktop for the OS drive cuz that was what Fedora recommended when I was installing it. It took a bit of effort to get snapshots working properly, but other than that, I've had no issues with it at all over the past year. I've got an exFAT drive and an NTFS drive in there that are kind of leftovers from using Windows. I've been thinking about reformatting the exFAT drive to ext4 or something, since all it really does is store games, and having the ability to symlink to it would be nice.
I've got a TrueNAS machine as well and that uses ZFS for pretty much everything.
Random thoughts, no particular order
I think btrfs was the default the last time I installed Bazzite, but I don't really know anything about it so I switched it to ext4. I understand the snapshot ability is nice with rolling release distros, though.
It'd been ages since I'd used FAT32 for anything until I made a Debian live USB when I was setting up my pi-hole on an old Core2Duo recently. It would only boot on FAT32 for reasons I probably once knew. 😆
NTFS was an improvement over the FATs what with the journaling, security, file streams, etc. I use it wherever I still use Windows (work).
Most of my general purpose USB flash drives use exFAT. I like not having to worry about eject/unmount.