Exchange files between 2 Macs over wifi
AirDrop

Open Finder on both Macs, on the left you'll see the AirDrop icon with the parachute and box. Click that on both macs and you should see each other. Then just drag files to the other computer's picture.

You don't even have to be on a wifi network at all, you just have to have wifi enabled on both Macs.

Edit: As mentioned below, not all Macs have AirDrop. The next best solution is to choose "Create Network" under the wifi menu on the Menu Bar (or join the same wifi network on both machines).

Then enable file sharing.

Now open finder and choose "network" on the left of a finder window, or in the top most folder (ctrl-click on the title  at the top of the finder window, mine's called "Lance's MacbookPro") you should see "network" there.