When I need to copy data, it's often many gigabytes, and far too much for
doing piecemeal using a USB stick.
You can connect two computers using a crossover network cable (CAT5 10BaseT
with RJ45 connectors at both ends). I'm not sure the crossover is needed
anymore, since many newer network adapters automatically switch when they
detect that they are directly connected to another computer. Most people
have these cables just lying around for connecting to their internet modems.
A crossover cable would probably cost $10 to $15 or so at a computer/office
store. I'm not brave enough to try a straight cable, since I don't know how
fault tolerant my LAN adapters are.
Check Windows Help for more information. I'm pasting the info from Vista's
help below (minus embedded links).
From Windows (Vista) help:
Connect two computers using a crossover cable
If you need to connect two computers but you don't have access to a network
and can't set up an ad hoc network, you can use an Ethernet crossover cable
to create a direct cable connection.
Generally speaking, a crossover cable is constructed by reversing ("crossing
over") the order of the wires inside so that it can connect two computers
directly. A crossover cable looks almost exactly like a regular Ethernet
cable (a "straight-through" cable), so make sure you have a crossover cable
before following these steps.
Crossover cable (left); straight-through cable (right)
Before buying a crossover cable, check your network adapter. Some newer
network adapters automatically "cross over" when they detect that they are
connected directly to another network adapter using a regular Ethernet
cable.
To connect two computers with a crossover cable
This works best if both computers are running this version of Windows.
Plug each end of the crossover cable into a network port on the back of each
computer.
On one of the computers that is running this version of Windows, do the
following:
Click to open Network and Sharing Center.
In the network map at the top of Network and Sharing Center, double-click
the Unidentified network†icon. (If you have more than one network, this
icon will be labeled Multiple networks.)
If network discovery and file sharing are turned off, in Network, click the
Information bar containing the following message: "Network discovery and
file sharing are turned off. Network computers and devices are not visible.
Click to change...," and then click Turn on network discovery and file
sharing. If you are prompted for an administrator password or confirmation,
type the password or provide confirmation.
In the Network discovery and file sharing dialog box, select one of the
following options:
No, make the network that I am connected to a private network
Yes, turn on network discovery and file sharing for all public networks
The first option is usually the best choice because it only affects the
network that you are connected to.
Notes
Networks created with crossover cables are automatically set up as "Public
place" networks, which means that network discovery, file sharing, and
printer sharing are off by default.
For Gigabit Ethernet or token ring networks, you will need a slightly
different kind of crossover cable. For more information, contact a cable
manufacturer.
Icons for both computers should now be visible in the Network window.
Double-click each computer icon to share printers and other resources.
Note
If one of the computers is running Windows XP, it can take some time for
that computer to appear in the Network window. You might need to move both
computers to the same workgroup. You can do that by changing the workgroup
on either computer. To change a workgroup, see Join or create a workgroup.
You might also need to turn on file and printer sharing on the computer
running Windows XP.