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Since most Android devices suport USB, uSD, wifi and/or bluetooth, you can usually just copy the. apk file from one device to another, or from one device to your PC to another.
Get a decent file manager for android that includes ftp and/or http hosting, or get one of the free ftp server apps from the market. A decent file manager will know to install the apk file on the destination machine.
Of course you need root access ...