Obviously, if you need a device that can also plug into any computer at any time then FAT would be the way to go. While there is some extra overhead in terms of space involved in having a journalling filesystem on a USB stick, it's actually a good choice for most things. If it is found that there is an uncompleted journal on a device when it is mounted, the filesystem can be reverted to it's previous state thereby preserving its integrity. The journal part of the write contains information about what is about to be done and it gets cleared after the operation is completed. Ext4 is a journalling filesystem which means that if the device is unplugged prematurely it stands more of a chance of recovering the damaged filesystem.
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