Do what I've started to do, keep a laptop in Europe, and a desktop in the USA. Use a remote desktop service such as logmein.com or gotomypc.com to access the other computer. Or you could use a VPN and Remote Desktop to your other computer.

As for frequently used files, store them in a flash card, USB drive, or portable hard drive. Alternatively, you could use xdrive.com to keep them online so you can access them anywhere.

Regardless of what solution you go with, consider the confidentiality of the files you are carrying. To keep prying eyes away from the confidential files, I use TrueCrypt. It's free and available on many computing platforms.