I would say the quickest and easiest way would be to get a USB drive (128/256/512/1024 MB). However, you'll want to be getting a network cable if you will be constantly swapping files over, or the files which you are transferring are bigger than, say, 2 GB
Take the hard drive out and put it in an external enclosure
Setup a network (or just use a direct patch cable)
Set up a direct connection using a USB cable, a serial cable, a parallel cable, or an infrared connection