(This managed to become much longer than originally intended. Short version: Jeff has the right formats laid out for you; I use DNxHD.)
Following up on what Jeff has already said: UT, Lagarith, and DNxHD are typically the go-to’s for Windows. “Best,” as I’m sure you’ve already noticed, tends to vary wildly thanks to any number of factors. But this is what I’ve seen from personal experience (I qualify all of this with the distinct possibility that I’m simply doing something wrong…if so, by all means, let me know!):
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Machine: i7@2.67GHz, ASUS P9X79 (Pro, I think?), 16GB RAM, Nvidia Quadro4000, and separate WD 1TB Black HDDs for Edit/Export
Software: Adobe Premiere CS5/6, Sony Vegas 12, Adobe After Effects CS6, Adobe Media Encoder CS6
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UT codecs – haven’t actually used them yet, but definitely worth a look (or so I keep reminding myself)
Lagarith – this used to be my preferred lossless edit/archive format. But as more and more footage transitioned to 1080p resolutions, I began noticing awkward stutters/hangs and file sizes that began to bloat as clips became longer (in contrast to the efficiency I saw on shorter, lower resolution material). Nowadays, I keep lagarith around as a, “just in case,” but try to avoid touching anything beyond 720p (depending on your hardware, your milage may vary).
DNxHD – My new standard. I’ll qualify that it is technically lossy, but imperceptible enough that it would take quite a few copy generations before being noticeable (for me at least). But 2 things made it stand out for my workflow: 1. rock-solid performance in my editing programs of choice and 2. when you are working concurrently between Windows and Mac machines, the cross-platform compatibility and .mov wrapper means it will “play nice”. Generally, I also find the different “flavors” of DNxHD line up very closely with ProRes as far as file-size/quality is concerned (A 10-bit DNxHD 220 is about the same size as a ProRes(HQ) and 8-bit DNxHD 145 is very close to ‘standard’ ProRes422).
Finally, I will dare to bring up the slightly controversial x264vfw/H.264 derivative, which can be lossy/lossless – yes, it can be a hassle to find settings you, your rig, and the rest of the internet can agree upon; and yes, as a form of H.264 it’s as hit-or-miss for editing as most all other forms of H.264 (think DSLR footage)…but if you can fight through the tangle of information and come to terms with the footage, you’ll probably find yourself with visually (if not technically) lossless files at maybe half the size of alternatives. (Just laying out the possibilities so you know. Personally, I only use this codec for viewing or to archive something I probably won’t need to touch again.)
Hopefully that was more helpful than confusing. If not, feel free to disregard entirely. ^_^