Any USB external drive will be fine. I use NewerTech and MyBook models but pick ones you like depending on size, appearance, cost as you require.
Just a few notes
To access ALL the files on the external drive by the OSX and WinXP you MUST format it FAT32
1. FAT32 has a limit of 4Gb for an individual file ... as long as you are not creating massive movie files you'll never need to worry about this.
2. For some silly reason Win XP will impose an artificial restriction when you try and format a 250GB external drive as FAT32 .. it will limit you to 30Gb partitions... ignore this and format the drive on the OSX Mac .. using Disk Utility you can create 1 FAT32 partition of 250Gb without problems. WinXP will then read and write without issues ..