Windowns here
Male to male USB cable
>pros: hilarious
>cons: I only did this once, and it was for shits and giggles
Gigabit ethernet
>pros: extremely convenient, no extra hardware or cables needed, easy to set up, GUI, browse other mapped drives without needing to exist the window manager (Explorer)
>cons: doesn't quite saturate HDD write speeds, no other disadvantages
>eSata/SATA to the same.
It's used as a glorified thumb disk