I used an aluminum MacBook connected via Ethernet cable directly to an aluminum iMac. AirPort cards were turned off on both computers, the Ethernet connections were active, and file sharing in the Sharing System Preferences panel was on. Under Shared in Finder, the computers recognized each other, allowing me to copy from one computer to the other.
[robg adds: This is a fairly basic tip, but I don't think we've covered it here before. Basically, the Mac OS is smart enough to set up a functional network if you connect two machines together using Ethernet (or FireWire) cable. Once connected, transfers will happen very quickly. Unfortunately, this doesn't help with the larger MacBook/FireWire issue, which is that you can't connect FireWire drives, video cameras, etc.]

