If you need to transfer a file or two from one Mac to another, you may use a service like Dropbox, or copy them to a USB drive and move them manually; however, there are some built-in options that can be substantially faster, especially if you are transferring large amounts of data up to numerous gigabytes.
To do this you might consider simply enabling file sharing on one of the systems, and then connecting to it from the second computer over whatever network connection you are currently using; however, in doing so you may end up using a relatively slow Wi-Fi connection that could take hours to complete, when with a small amount of effort you can transfer the data in a fraction of the time.
Most of the connection options available will still use file sharing, with the exception that you make use of faster ports on your. Given the prevalence of Wi-Fi devices, Wi-Fi has become the default connection option for many devices; however, unless you have the latest 802.11ac Wi-Fi technology on all your devices (and your router), then you will be stuck running at slower speeds. In that case, you can make use of up to three other supported options that should be available on most Mac systems.
With all of these options, you will connect as usual using File Sharing, so first be sure this is enabled in the Sharing pane of System Preferences, and that the appropriate users are given access to resources on your system. The next step is to ensure the appropriate network connection is available and the one used for your transfer session, so go to the Network pane and check the list of connections to ensure one is represented and active for each physical connection on your computer. If the port is inactive it will be grayed out, so select and activate it using the small gear menu at the bottom of the list. If the port is missing altogether, then click the plus button and choose the missing interface from the drop-down menu. Give it a name and click "Create" to make this available as a networking option.
The first of these options is Gigabit Ethernet, which should be standard and enabled on most systems; if not, it can be added via an adapter or two. (Note that if your system has Thunderbolt, then a Thunderbolt-to-Gigabit Ethernet adapter will be faster than a USB option.) To use Gigabit Ethernet, you simply need to connect your two systems via an Ethernet cable.
The second is FireWire, which Apple is phasing out of its systems but is still abundantly available. As with Gigabit Ethernet, this can also be added using a Thunderbolt-to-FireWire adapter.
The final option is Thunderbolt itself, which if you are using OS X Mavericks is available as a networking option to provide the fastest File Sharing between two Macs. This option may not be immediately available as a networking port, so when you click the plus button you will need to select "Thunderbolt Bridge" and add this as an interface.
With these connections available, the next step is to physically connect the one of your choosing, and then be sure to disable Wi-Fi by turning it off either in System Preferences or in the Wi-Fi menu bar. When you do this, the system will re-establish the physical connection using ad-hoc networking, and recognize available sharing services using Bonjour networking. Therefore, you should see the second computer show up in the Finder's Shared sidebar category, where you can authenticate and then transfer your files.
These options all use networking as a means of file transfer, which may be preferable since both systems can be up and running at the same time; however, this is not the fastest option since networking and file sharing protocols require overhead that will cut into the overall data throughput. Therefore, if you intend to copy an entire drive's worth of data (perhaps hundreds of gigabytes, up to terabytes, in size), then you might consider using Target Disk Mode with either FireWire or Thunderbolt to transfer your data. This will forgo the operating system managing the data through networking routines, and access it directly as an attached disk device.
To mount one system in target disk mode on another one, simply reboot it while holding down the T key after hearing the boot chimes. When you do this, you will see a Thunderbolt or FireWire symbol appear on screen, which indicates the system is in Target Disk Mode. Now attach it to the second system via either FireWire or Thunderbolt, and you should be able to browse its disk as an external drive from the second system. When finished simply eject it as you would any external drive, then press the power button to restart the system.