If you don't intend to make any backups from Windows at all, but only have FreeBSD to care about I would not chose any MS FS, neither FAT ("msdos") nor NTFS - causes only complications, and trouble, since you at least need to mount them with an extra option, and for NTFS you need fuse... - BS! (sorry, but that's the shortest answer.
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No. ZFS or UFS. No question.
As I said: I do have a second machine (my former, twenty year old PC), now containing 9 HDDS: 4 in two mirrors each, and 5 in a raidz3 pool - not an exemplary setup! If I'd redo it, I would do it otherwise: 1 (small) drive for the system (currently it's ~10G - so no large drive needed), and one ZFS raidz2 or raidz3 pool of at least 5 drives, just containing the data, being independent from the system.
I use this not only for to save - "store away" - all the stuff which uses lots of storage space, but I don't need to hands for daily use - pictures, library (PDFs, ebooks, audiobooks, disc images, software packages), old Windows stuff, old garbage at all, music, videos, svn repos - with my not top-speed ethernet (yes, I'm wired) I can watch movies lagfree directly over NFS: to me that's suffient - and to backup my workstation, and laptop (/homes/, /root/ /etc/ et al) at least daily to it. Since workstation also contains of mirrors, only, I feel pretty safe against hardware failures.
Additionally I do every couple of months additional backups of my server: Attach two large HDDs to a spare SATA port, and copy all the files to those drives.
Those drives are UFS. They are not as pools, no redundancy - they are additional redundancy, and since they just need to save files which I do nothing with them, I neither need no features like snapshots on them.
Within FreeBSD it doesn't matter, if the files are on ZFS or UFS - just copy them 1:1.
What you want, or can do is your choice, of course - and depends on what hardware you have, and what you can afford to buy. A backup server can be set up on any old hardware you get for a few bucks in a second-hand store - important things are the storage drives, only. As long as they are tiptop the rest can go up in smoke.
A mirror can be set up already with two drives, and you can add any number of drives to it, so to gain the most safety against hardware failure possible, because as long as one drive is good all the others can fail. But all you get is the storage of the smallest drive in the pool - or the space of one drive, if all are the same size.
A ZFS raid pool gives you better ratio on number of drives and available storage, but you need at least 4 drives to create a raidz2, and 5 for a raidz3 pool, while then you can afford to lose either 2, or 3 drives without any data loss.
To me it's logical to do the backups on the machine with the lowest chance of hardware failure (drives).
In theory it may not make a difference, if you run for example a raidz3 pool of 5 drives on your workstation, and do backups to a single drive, or run a single drive in your WS, and do BUs to a 5 drive raid pool.
But personally to me it simply feels more correct to have the higher redundancy on the backup machine.
Maybe other opinions to this might help.
