How to download pictures from Google Nexus?
Bluetooth is a rather slow choice when it comes to transferring bigger files: to transfer 10 MB, you'ld need...


BT 2.* (2.1 MBit/s) ~ 40s
BT 3.* (24 MBit/s) ~ 4s
WiFi g (54 MBit/s) ~ 2s


And with BT, the range is quite limited as well. Most devices probably still use BT 2 standard.

How to transfer your files then? You might want to check the most frequented questions of the "file-transfer" tag for that. The usual method (if you don't want any "questionable third-party tools" involved) is to connect your device to your PC using the USB cable -- which then should mount your device storage like a drive. You could also use some third-party tools (they are not all "questionable") to manage your device via WiFi -- AirDroid would be a good choice for that.

For transferring data between Android devices, you could use wifi-direct. Again, there are some good 3rd party tools to help, as e.g. SuperBeam or WiFiShare.