Trying to Reformat External HDD, but too many options!

I want to reformat my External Hard Drive to Mac (It's currently in FAT32 from my PC days a few months ago and I was told it would run smoother if I reformatted it) but when I try to "erase" the External HDD it gives me for options:
Extended (Journaled)
Extended
Extended (case-sensitive journaled)
Extended (case -sensitive)
So which do I choose?

Extended Hard Drive Preparation
1. Open Disk Utility in Utilities folder.
2. After DU loads select your hard drive (this is the entry with the mfgr.'s ID and size) from the left side list. Note the SMART status of the drive in DU's status area. If it does not say "Verified" then the drive is failing or has failed and will need replacing. SMART info will not be reported on external drives. Otherwise, click on the Partition tab in the DU main window.
3. Click on the Options button, set the partition scheme to GUID then click on the OK button. Set the number of partitions from the dropdown menu (use 1 partition unless you wish to make more.) Set the format type to Mac OS Extended (Journaled.) Click on the Partition button and wait until the volume(s) mount on the Desktop.
4. Select the volume you just created (this is the sub-entry under the drive entry) from the left side list. Click on the Erase tab in the DU main window.
5. Set the format type to Mac OS Extended (Journaled.) Click on the Options button, check the button for Zero Data and click on OK to return to the Erase window.
6. Click on the Erase button. The format process will take 30 minutes to an hour or more depending upon the drive size.
Steps 4-6 are optional but should be used on a drive that has never been formatted before, if the format type is not Mac OS Extended, if the partition scheme has been changed, or if a different operating system (not OS X) has been installed on the drive.

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