I just use a Mac running OS X with
Apache already built in.  Toss a .htaccess
file in the directory and you can password
protect it easily.  It comes preloaded and
built in, you just turn it on in the system
preferences pane.

Couple this with a service like dyndns.org
and you've got the ability to share larger files
with friends.

Of course, when running any kind of server
you have to poke a hole in your firewall, and
also find a port that your ISP doesnt block
traffic on. (sometimes not an easy task)

I'm finding more and more these days,
that I'm just using blogger, youtube and
flickr to share stuff that I used to run a
web page on my personal server for.

ymmv

 -tim

90 syncro westy
gilbert, az
www.timschneider.org