I tend to upload stuff to filen.io and share from there.

I use wormhole.app lately. Used to use gofile.io

It depends on how big the file is. I've used everything from ftp (for videos), to Dropbox, or filetransfer.io (6gb limit), to send.now (maximum of 100gb), or even a USB stick (if they are local and you don't need the stick back right away).

(I'm not affiliated with any of these sites)