Your computer, by default, uses Mac OS Extended (Journaled). I chose the same file system for my Pogo. The journaling options slows the files system down a tiny bit, but considering that it is fast enough to use on the primary drive of your desktop computer and you are only accessing the Pogo's drive through the USB port I wouldn't worry about the tiny performance hit.

Case-sensitive files systems aren't typically used in a Mac environment. I would avoid this option completely.