Welcome to A.org :-)
A null-modem cable will transfer stuff easily. You could also use floppy disks, though it's definitely not as convienient - with something called "Cross Dos" the Amiga can read double density MS-DOS floppies. The problem is the original spec A500 isn't up to much for modern apps unless it's expanded. A harddrive is a must if you want anything apart from retro games, and virtually all modern applications will want OS3.x - the A500 comes with 1.3 (or maybe even 1.2?).
BTW how much do you know about Amigas? If you know enough, can you give us the spec?