Character set depends upon the application requirements.
Nothing is best, nothing is worst.

Since you did not set up NLS_LANG environment variable, you see error in export.
See below:

host:UAT:SID=MYDB=>exp / tables=tamil.t1

Export: Release 9.2.0.5.0 - Production on Thu Sep 1 14:03:54 2005

Copyright (c) 1982, 2002, Oracle Corporation. All rights reserved.


Connected to: Oracle9i Enterprise Edition Release 9.2.0.5.0 - 64bit Production
With the Partitioning, OLAP and Oracle Data Mining options
JServer Release 9.2.0.5.0 - Production
Export done in US7ASCII character set and AL16UTF16 NCHAR character set
server uses WE8MSWIN1252 character set (possible charset conversion)
About to export specified tables via Conventional Path ...
Current user changed to TAMIL
. . exporting table T1 2 rows exported
Export terminated successfully without warnings.

[ /opt/GTS/oracle/MYDB/admin/create ]
host:UAT:SID=MYDB=>

[ /opt/GTS/oracle/MYDB/admin/create ]
host:UAT:SID=MYDB=>export NLS_LANG=American_America.WE8MSWIN1252

[ /opt/GTS/oracle/MYDB/admin/create ]
host:UAT:SID=MYDB=>exp / tables=tamil.t1

Export: Release 9.2.0.5.0 - Production on Thu Sep 1 14:13:37 2005

Copyright (c) 1982, 2002, Oracle Corporation. All rights reserved.


Connected to: Oracle9i Enterprise Edition Release 9.2.0.5.0 - 64bit Production
With the Partitioning, OLAP and Oracle Data Mining options
JServer Release 9.2.0.5.0 - Production
Export done in WE8MSWIN1252 character set and AL16UTF16 NCHAR character set

About to export specified tables via Conventional Path ...
Current user changed to TAMIL
. . exporting table T1 2 rows exported
Export terminated successfully without warnings.


Tamil