Well, over here I am going to suggest you moving forward in get Airdroid, as I have personally used it a number of times to transfer my data in and out from my Android device to my laptop ! Also I would like to add it would be much better if you are transferring data over the same network because you need to buy a subscription if you want to transfer more than 100mb of data in a day! But anyway way I am sure you are trying to do that over your smartphone then that isn't something you need to worry much about !
select those which you want to share
press menu button (or "more" ) and click send
chose either wifi hotspot or join wifi network. make sure the receiver is connected to the network/created hotspot
select the target device
I use shareit.. The user interface is nice and pleasing to the eye..
Speeds vary from 5-8mbps between phones and the shareit app is also available in windows..
The main advantages of shareit (acc. To me) is if the file transfer is disconnected and if you resend the file, it resumes the transfer instead of restarting the transfer..