For an internal windows system, I use port forwarding on the SME and remote desktop on the windows system.
For an internal linux or osx system, I use port forwarding on the SME and ssh/scp.
If I haven't setup either of the above, on an ad-hoc basis I tunnel a port to a LAN system through an ssh connection to the SME itself.
I have also used webdav with folders from LAN systems mounted to the SME, Dropbox (on workstations and on the SME) and Owncloud.
[edit]
add info re: webdav, dropbox, owncloud