File transfer is built-in to Remote Desktop, as well.
You need to enable it on the client end in Options, Local Resources, local
devices, disk drives.
Then, once connected, just open My Computer on the host to see the client
drives listed, and drag and drop or whatever. No explicit sharing
needed--it all goes through the RD protocol.
For use within a (reasonably) secure LAN, VNC is fine. The newer variants
at least add logging so you have some idea what use is being made of it, and
I believe you can add authentication. You can also add encryption, via a
plugin. I use it at home, as well, but only with 9.x machines. In work
settings, I use RD exclusively--I don't want the confidentiality issues VNC
leaves open.