FileZilla is a small but powerful FTP client with many features. It includes a site manager to store all your connection details and logins as well as an Explorer style interface that shows the local and remote folders and can be customized independently. It's very easy to use.

The program offers support for firewalls and proxy connections as well as SSL and Kerberos GSS security. Additional features include keep alive, auto ascii/binary transfer and more. A nice program for beginners and advanced user alike.