Netcat and various other utilities make it so easy to run a simple web server on your machine, but so does Python.
Here’s how you can run it on a Windows machine, but works quite well on Linux too (or Cygwin).
C:\>python -m SimpleHTTPServer Serving HTTP on 0.0.0.0 port 8000 ...
Now just point your browser here and you’ll see a list of everything served up from that directory. It can also be served up using your IP address and accessed from another machine on the same network.