For files less than 1GB I tend to use Telegram. It obviously has the downside of uploading to server X and then downloading from server X, but usually if I am sending a file to one person, I'll likely be sending it to others too, and therefore the ability to forward the file to others arbitrarily after the fact actually proves to be a pretty useful quality. If I care about the datas security, an encrypted 7z container or something will do.

For files I need more control over that are less than say 5gb, I tend to scp them to a web server I control, so that I can delete them afterwards.

For files larger than that, I'll use a private Bittorrent file. It's very rare I need to transfer files this large, but I really like this solution.