After some tests I found that the best result was accomplished creating two partitions using Mac OS X Disk Utility.
I've formatted the first partition with NTFS and the second with HFS+.
In this way I'm able to access all partitions with Ubuntu (read/write), I can use the first (NTFS) with Windows and run Time Machine against the second one with Mac OS X. With this last operating system I can even read and write the first partition with MacFUSE and NTFS-3G.
Under Mac OS X Lion you may found this article useful, http://blog.laaz.org/tech/2011/07/23/macfuse-and-mac-os-x-lion/.