Most of the consoles are Windows 7 OS so its supported, and even the earlier ones should be ok as wikipedia says its supported as far back as Windows XP.
I’ve had some issues with exFAT drives on Windows 7 and XP ION consoles. I would stick with FAT32 because there’s little advantage of using exFAT, except that you can transfer files over 4 gb. Just my $0.02.
