As stated, FAT32 has a 4 GB file size limit. exFAT (sometimes incorrectly called exFAT) does not but is very new. It is starting to appear on small devices that use memory sticks and cards and the like. However, it doesn't appear to be easily found for the Mac either.
You can try this (apparently, it has a 15 day trial) for NTFS read/write ability - http://www.tuxera.com/products/tuxera-ntfs-for-mac/ - and if it works, it's pretty cheap, in my opinion.
Or your best bet may be as suggested - get some gigabit hardware and use a NAS/run over the network. With gigabit hardware, your bottleneck will likely still be the network, but it can be fairly close to disk speeds. (Theoretical throughput of gigabit link is 125 MB/sec. Theoretical throughput of a SATA I hard drive is 150 MB/sec. And for comparison, the 100 Mbit network is 12.5 MB/Sec.) If money is really no object, then consider 10 Gbit hardware. But then you're talking probably at least $5000 for the hardware... maybe 2x that. (I haven't explored 10G hardware myself).