Cow (David),
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