Additional options include Backpack CDROM drives which can work through a PCMCIA interface or a Parallel port, I think the PCMCIA interface is actually SCSI, some drives came with both interfaces at retail. Parallel port, Zip, Jazz, Shark etc drives also exist, as did some early external HDD for parallel, but they are not common to find at all, since market presence was small. Get a general purpose SCSI PCMCIA card and the storage world is your oyster, so to speak, but they run $$$$ and the drives now run $$$$ so that's probably about luck these days.
Then also there's laplink parallel cables, which have several uses. You can either just DOS laplink with them, you can set up a PLIP network interface to another machine and have TCP/IP internet, or use Windows ICS.
Parallel port stuff is not "fast" but it's not that terrible with smaller software packages for older machines, with the drives you can get close to USB 1.0 speeds 1Mbit/sec depending on whether you have to use SPP, EPP or ECP modes. The laplink cable is slower because of using 4 bit to be universally compatible, so that gets about ~300Kbps, later versions of Laplink software will compress and decompress on the fly I think to get higher throughput, but you may not notice if moving previously compressed zip files or something.
But if it gets down to last choice, serial null modem cable, I like a util called Twin Express, it's often seen on Amiga sites because it supports Amiga but does PC to PC as well. The particular advantage of that is that it does not rely on sluggish standard serial routines in DOS, but uses it's own built in serial driver, that means it gets faster speeds than most other serial link utilities can. It gets faster speeds on slower systems also. With standard windows3.x/DOS serial, ppl might say you can only do 38,400 on a 16450 or earlier 8450 UART.... and need a 16550A for 56k.... forget that, this puppy will get you 115kbps on a 16450.... unless you're on an XT, think those can only get 56k with a V20.
Unicorn herding operations are proceeding, but all the totes of hens teeth and barrels of rocking horse poop give them plenty of hiding spots.