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I have some larger files 20-30 MB of a shareware program. I'm having a webserver which should be enough for the 250 GB (abbout 1000 downloads/mont) of download bandwidth and CPU power.

They are using "nginx" as the webserver for static downloads instead of apache for speed reasons.

Is there any advantage to getting a small VPS and serving the download files exclusively via lighttpd? Or is a 30MB file small enough for a usual webserver.

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You'd do better using a Content Delivery Network, or even a P2P CDN. These will scale with usage, download speeds will be very fast and you'll only pay for what you use.

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Amazon S3 will be cheaper than a proper CDN. However 250GB isn't really that much to be serving a month, so a VPS will probably be cheaper at those numbers(VPS ~ $20/month, S3 ~ $40).

You can calculate your S3 costs with this calculator.

But all that said, if you already have a webserver perhaps start with that. Ideally you should have access to graphs that monitor your bandwidth, web server processes, and other metrics to help decide when you need to outsource the file serving.

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Hmmm data traffic is 10 times more expensive then what you get from a usual webhoster. I can get 15 Euro for each terabyte on a very very fast dedicated server (8GB, 8Cores i7-920, 2x750GB Disk) which adds unfortunately additional 50 Euro. – Lothar Sep 8 '09 at 22:25

If you want to avoid a Content Delivery Network, then look for a VPS that has "unlimited" transfer (ie, they cap speed, not quantity [which, of course, caps volume, too]).

Several are mentioned here:

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