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do they have a fast enough connection to host a site themselves?
i would have thought if the answers to these are yes, then you could just compress the site files and email them across - they should have the knowldge to sort things out from there.
you will need to teach them about ftp so they can upload the files.
delivering the actual site to your client is up to you - you could batch it up into a compressed archive and email, or put it up on some webspace so they can download it, or give it to them on a disk - whatevers easiest.