SwiFTP is a pretty cool little free app that essentially allows you to host an FTP server on your Evo. While obviously this isn't a good method for public file sharing, it is a pretty handy way to move files to and from your phone wirelessly.
Set up of the application couldn't be simpler. Just download the app and install it. Once you launch it, the settings screen will come up where you create a username and password to be used for access to the FTP server. You can also specify what the root directory should be.
Lastly, you can elect to just enable the server over the WiFi, or optionally, you can enable access to it via a proxy server over 3G/4G. Currently, you must use the developers proxy, but hopefully they will enable you to specify your own at some point in the future.
Aside from the fact that you will use a decent amount of battery while connected to the server, the only other limitation I noticed is that the password must be numeric. Not really sure why that is.
There's a visual guide for configuring the app, including how to map to it from within Windows over at Addictive Tips.
If you're interested in SwiFTP, links to the app in AppBrain are included below, along with the QR code for direct download to your phone.