When I work with some bigger clients that have large IT departments, they always send me my login details via email. If my email was being watched by a nefarious type, they could easily gain access to sensitive data.
What would be a better way to share this kind of data with someone?
You could request that emails are PGP encrypted, requiring you to decrypt the email on your end.
The could create a password-protected Word or PDF file and email that to you as an attachment with a predetermined password that you discussed on the phone.
They could call you on the phone and you could write down the credentials in a secure password keeper like 1Password.
Another option may be to setup provide the person with an application that connects securely to a web service and uploads the data over an SSL connection.
For SFTP logins, you could send them your public SSH key so that they enable it, and you use no password at all, but only a passphrase which unlocks your key.
