NFS over UDP (what I use with Linux) is quite OK, ~14MB/s reading speed.
Note however that you have to enable it first in the router's web interface.
If you'd like to use NFS with XP, you have to install MS Windows Services for UNIX (SFU). Also it maybe a bit slower (~10%), but I have checked it only with WL-500gP.
Win 7 Pro has it by default, you have to enable it only, but configuration is a bit more tricky.
TCP (and protocols using it like Samba/FTP) is not performing currently too good. With Windows registry tweak ~10 MB/s is what I measured.
wpte measured with WinSCP ~11 MB/s.
This may however improve in the future (especially if Brodcom produces driver for a more recent Linux kernel).
You can find more about this issue in the related discussion here: http://wl500g.info/showthread.php?p=201438