I've always been a fan of CuteFTP Pro Don't know why... It just works! I liked it enough to buy the Pro version even! Other ones I've used are FlashFXP and WS_FTP.
Also, a handy (and free!) tool I use is SendTo FTP which allows me to right-click any file on my computer and quickly set it to upload to my website's main directory.
Best Regards,
Patrick
I've been using cuteftp for about 6 years now. I am a big supporter of them