Best way to set a file sharing server?

[BBQdave]

VSFTPD and Filezilla may be of interest to you

I have an old eMac that I use as a FTP server on a protected home network. Linux and Windows machines access it with Filezilla.

[Cheesemill]

If you don't have much Linux experience and all you need is a file server then I probably wouldn't use Ubuntu.

If you go for something like FreeNAS instead then you can be set up and serving files in minutes, all controlled by an easy to use web interface.

[HiImTye]

NFS is faster than SMB, but it requires Windows Services for Unix to be setup on the Windows boxes, and it won't work on unrooted Android, for instance.
SMB is fairly easy to set up, but it is very noisy and slow (I get 600-700kb/s on wifi).
SFTP (which is not based on FTP) is fast as well (I get 1300-1500kb/s on wifi), but it requires configuring SSH on all of the boxes. SSH has the added advantage of providing you with a secure way to connect over the internet (if you accept only key based logins).
FTP is very insecure (plain text passwords), but I'm not sure how fast it is compared to SFTP or NFS.
DLNA is the least secure, as it uses UPnP, which is like browsing the internet with Java enabled, but it requires configuration on only the sharing box. it is, however only really useful for sharing media.

keep in mind also, that with the exception of DLNA, you will need to get file permissions sorted as well.