Depends on the level of security you want; personally I don't care about transferring my files in plain text, but I'd always like my username / password to be encrypted. FTPS / SFTP will be the most efficient file transfer; however you may find third party applications (like owncloud) will offer local caches making them seem faster.
I ran owncloud for a while and it was awesome for sharing files with other people. I loved that I could offer out some storage to my family for a private dropbox affair however I was always concerned that hosting it myself meant I was responsible for their files integrity so I gave it up.
I now use Office 365 home with 5 x 1TB accounts and my Nas does SMB / NFS to my local machines.
I ran owncloud as a vm on esxi 5.5, and on kimalsurf. Pretty sure it was centos 7 as the core os, and just followed the install instructions. Plenty of guides online: play about with it as a vmware first (virtual box for free). Fairly sure you can install it on windows, but it's a Linux first app.... so don't expect windows to be stable, or as rapidity developed (imo).