I got tired of seeing the "Your computer was shut down incorrectly" messages with FAT32, the lost info and disappearing files, corrupt FAT tables and generally shitty performance. I made the change when Win2k came out and havent looked back, even if you don't need the added securrity of the NTFS system you may appreciate the increased performance and stability it provides. I haven't had any problems like those you described with NTFS, the only thing i found i needed to do was find a bootable Recovery CD wich supported the NTFS file system so i could perform recoverys after i killed an OS (Something i do on a regular basis-one wrong tweak is all it takes
).
If you have a large drive try partitioning it and having a 50\50 mix, that way you can move data from one to the other when you decide to stick with NTFS
