One common method of sharing files is to e-mail them as attachments. This can be done in OS X Mail by clicking the Attach toolbar button (or by pressing Shift-Command-A) in a new message and then selecting the files to attach. However, as OS X has developed, Apple has added options that have made this far more convenient, though each has its benefits and drawbacks.
Drag and drop
There is a basic drag-and-drop attachment-handling option, where you can select a file or group of files in the Finder and drag them to an e-mail message you are composing. This option has the benefit that you can quickly attach a number of files or those from different locations. You can also place attachments in-line (in the body of a message) for recipient e-mail clients that support this. The problem with drag-and-drop is it requires that your e-mail message be open, which sometimes is not the case.
An alternative that Apple has developed is to allow you to quickly send a file or selection of files by using the system's services, which are communications routines between programs where one can pass information to another (for instance, being able to pass selected text in TextEdit to a separate Summarize program without needing to program this connection into the TextEdit application itself). While useful, these services may be off by default and are also lumped in with other obscure service options in the relatively tucked-away Services menu that is in the system contextual menu or the Application menu. To enable these services, go to the Keyboard system preferences and choose the Keyboard Shortcuts tab. Then select the Services category and scroll down to the Files and Folders section where you can check the options for "Email - Attach Item" and "Email - Attach To Current" (the difference being the latter option appends attached files to the current e-mail message).
If these services are missing, you can create them using Apple's Automator application. To do so, first open Automator and select Service as the type of work flow to make. Then set the service to receive "files or folders" in "any application" using the conditions menus at the top of the work flow, followed by selecting the Mail options in the work flow library. In here, locate the "Add Attachments to Front Message" action and drag it to the work flow field, and then save this work flow as "Email - Attach to Current" or something similar. Next, do the same setup but this time drag the "New Mail Message" action (leave its options blank) and save it as "Email - Attach Item."
While a touch obscured, one major benefit to using these services is you can assign a custom keyboard shortcut to them, which can make attaching files in the Finder far easier. Not only can you create a new message with a selected file as an attachment, but you can then continue browsing the Finder to select files and append them to the current message with a quick keystroke, instead of needing to drag each file to the message or always use the message's "Attach" button.
Mountain Lion's Share menu
In OS X Mountain Lion, Apple has kept the Services options, but has added a new share menu (which is a button with a little curved arrow icon) for systemwide access to e-mail and social-networking services like Twitter and Facebook. With respect to e-mail this option does not offer more than the old Services options, but Apple has made it more available not only by placing it in the contextual menu under the more obvious Share"name, but also by adding it to the Finder toolbar and file browsers within various applications, making it easier to quickly append your current file to an e-mail.
While convenient, this option may run into some problems in its current implementation if you use alternative e-mail setups, or if you have tried alternatives and then reverted back to OS X Mail. To make sure your default Mail program is set correctly, open Mail (even if you do not use it), and then go to its Preferences settings. In the General section of the preferences, choose your preferred e-mail program as the default e-mail reader. Even if your preferred program is set, toggle between various options in this menu to have the system change and revert the settings and thereby rewrite the configuration files for this setting.