Right now, BitTorrent is the king of file sharing. The best BitTorrent client for Windows is uTorrent (or "µTorrent").
You can get uTorrent here: www.uTorrent.com
The second best way to get files is over the Gnutella network. One of the better gnutella applications also has support for BitTorrent. Shareaza handles Gnutella, its Gnutella2 network (G2), the eDonkey/eMule network, and even torrent files.
You can get Shareaza here: Shareaza
NOTE: Shareaza.com is a fake site. Shareaza comes from http://shareaza.sourceforge.net/.
When XoloX first came out, me and some others saw it as one of the better gnutella clients because of how it supported multiple source downloading. Some saw it as a nuisance because of its aggresive operation. Becuase of the lawsuits around the time of its release, the original XoloX team pulled the plug on the application. Because of how the program worked, without the XoloX site being there for it, it would not function. I modified the executable program to point to my web site instead of XoloX's. I then set up a page on my site to accept the access of the XoloX application, allowing it work properly again.
Because of many reasons including my attempt to revive the application and its increased popularity, the original XoloX team eventually came back to continue work on the program. However, by that time XoloX had been surpassed by other Gnutella clients, and it never gained back the popularity it once had.