I use Flash FXP or CuteFTP Pro, depends on my mood.
I never really favored the "secure" clients, it seems to me they are slower, and don't make a real difference unless you have a top-secret-important-US-g0berm3nt site.
smartftp is good... but i found that cuteftp pro was the best for me because i could edit my files without downloading them... it wuz very simple too... however i cant get a free working version for it
www.leapware.com - A very nice and sleek client. Only feature it lacks that annoys me is the lack of manual command input, making DELE .htaccess impossible!