I use rdesktop, and just share the memory card on the N800. The memory card then shows up as a shared drive, and you can drag & drop. This trick works between Windows PCs, too.

I also use SSH/SCP, but mainly to Linux boxes. There is a windows package for OpenSSH, which I use on one machine.

I'm playing with Orb, but not sure if I like it yet - certainly not the quickest option for simple file access.