This open source, file transfer protocol (FTP) is my preferred software for this function. It is available in client and server versions, and it is free. It runs on several platforms (including Windows, Mac OS X and Linux) and is available in many languages.
One of my favorite things, beyond ease of use, is the Site Manager tool. For those of us who access many servers via FTP, FileZilla allows the saving of domain name/login/password for easy communication to those servers. . . a BIG time saver.
FileZilla displays a folder/file view on both the client and the server, making navigation more intuitive. File transfer is a snap with drag-and-drop. You bloggers out there will love this tool for picking up or dropping off images from the blog host!