As a rule of thumb, I would say : if you have just a few MB of data to transfer once in a while, you can go the SuperDisk way. If you have tons of data, let's say a few GB, or you need to transfer files quite frequently, go the ethernet crossover cable way. Once your 2 machines are configured to see each other, from then on, your transfers will be painless.
Which way is faster? I'd guess ethernet is the winner here, at a theoritical 1 MB/s depending on your ethernet adapters... Other opinions on this ???