I prefer Filezilla ( filezilla-project.org ). It's free and works with just about everything server wise (and all platforms)
Make sure whatever FTP program you use supports Secure FTP method. Last summer and again this year, I've seen a spike in web site compromises due to FTP credentials being hijacked by trojans. With Secure FTP, the information is encrypted before it is sent. Using FTP is like standing on a busy Manhattan street corner and shouting your server address, user and pass to someone on the other side of the street. If someone in the middle is listening, then they have your data. I've seen several trojans that sniff user-side FTP connections for this data. Once they get it, the login credentials are shipped off to a command and control center where it then uploads IFRAME exploits to all *.htm, *.html and *.php files it can find on your web site. For a simple, free SFTP program I like WinSCP.