How to exchange items between alts
  • make the receiving character's retainer sell 1 trash at unreasonable price (how much, see below)
  • buy that trash with the sending character
  • sell the items you want transfer, with unreasonable price
  • go back the receiving character, and buy them with the Gil you got from previous sell
  • done

If you take care the market the retainer is, you also avoid fees.
If someone else buy your things, you also make a profit. Win-win situation.