As long as NAT is the default mostly everywhere we'll be stuck with 3rd parties to interact between users, if only to poke hole in those NATs. You can fire up a local HTTP server on your machine very easily if you want to share a file but it's no use if your IP is not reachable.

Of course there's more to Dropbox than that, you also have 3rd party "cloud" storage which is an important feature, especially if you want your file to remain available to 3rd parties when you shutdown your machine.