I made the comment on the old jedi.net forums, but Cineform HD avi is a great mezzanine format. This is a segment of Temple of Doom:
General
Complete name : E:\CINEFORM\Temple of Doom\IndianaJones_TempleOfDoom_FilmLook_p1_CFHD_1080p2398.avi
Format : AVI
Format/Info : Audio Video Interleave
Format profile : OpenDML
File size : 8.15 GiB
Duration : 9mn 43s
Overall bit rate : 120 Mbps
Writing library : VirtualDub build 32842/release
Video
ID : 0
Format : CineForm
Codec ID : CFHD
Codec ID/Info : CineForm 10-bit Visually Perfect HD (Wavelet)
Duration : 9mn 43s
Bit rate : 120 Mbps
Width : 1 920 pixels
Height : 1 080 pixels
Display aspect ratio : 16:9
Frame rate : 23.976 fps
Scan type : Progressive
Bits/(Pixel*Frame) : 2.411
Stream size : 8.15 GiB (100%)
Now, I think I did this as Medium HD rather than High HD, but still the size of a feature is between 90-140GB.
It's now free for home use:
http://gopro.com/3d-cineform-studio-software-download/
Limited to 4:2:0 colour space, but definitely worth considering. We use the pro version at work to ingest from HDCAM SR.
http://en.wikipedia.org/wiki/CineForm
This is very much a viable option - I wouldn't know where to start working with OpenEXR.