The best way to exchange files is probably by NOT sending the files in email. Other than the attachment could be blocked by virus checkers, many people may not be able to receive the files you were sending due to disk space restrictions. Many mail servers have limited disk quotas and your email may be rejected if the recipient is running out of space.
1. A good alternative to sending files in email is storing files in your personal website. This is the prefered method of file exchange assuming the sender has a website where such files can be stored. In this method, you would send the web site address (URL) and let the recipient of the email retrieve the file him or herself. To add to its benefit, you can also password protect access to your files and share only to those who knows the password.
2. Other alternative to transfer files is to use an anonymous FTP service on Computer Science machines. This method allows your colleage to drop or get files in your predefined folder. For more instruction how to set up this folder see http://www.cs.rutgers.edu/~watrous/anonymous-ftp.html