Same file is different sizes on differently formatted external HDDs

First question: I have two external drives; one is formatted for MS-DOS File System (FAT32) and the other is Mac OS Extended (Journaled). When I copy a folder from the DOS drive to the OS X drive, the folder is a different size on the two drives. Is this normal? Is there any chance that some of the data is missing or corrupted? If it's normal. is there a way to calculate what the difference should be so I can feel comfortable erasing the DOS drive once I've transferred everything off it.
Second (sort-of related) question: if I don't care to use my external drive with a Windows PC, what is the BEST format for the drive? Why? If I do want to use the drive with a Windows PC, what is the best format? Why?
Thanks so much wonderful and helpful other Mac users!

Hello! The different file sizes are normal in my experience. If you want to use it with both MSDOS is the only way but if Mac only the Mac HFS+ JOurnaled is best. Tom

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