What is the preferable way to share data?

The most common and sustainable thing to do is to deposit the data in a research data repository. Depending on which one you choose, the data will get a persistent identifier, e.g. a DOI, can be cited properly in publications, might be reused by other researchers, ...

You can find a list of available data repositories at re3data, the registry of research data repositories. The number of repositories is still growing. Even your institution/university might offer an institutional data repository.

If it is data that is of general interest, then go for a public repository as FuzzyLeapfrog mentioned (of course, only do this, if you have the legal right to do so).

If it is something that is very specific to the publication (e.g. code that produces the results/graphics/tables from the publication), then use the "additional resources" from the publisher (if available and convenient).

The Open Science Framework is quite good. https://osf.io/

It's not commercial, which is a nice property. It offers flexible, archived storage for a project. It has many tools tailored for storing data, code, and materials in an academic environment (for example, you can even share a link that blinds the author names when submitting as part of blind review).

For more information, check out: https://osf.io/support/