Which FTP client do you prefer and why?
Contrary to other opinions I'm not happy with Filezilla.
I prefer WinSCP on Windows (not pretty but full-featured) and Cyberduck on OS X.
WinSCP is nice because of it's decent SFTP and SCP integration, and synchronised browsing. Also, it integrates with Pageant so I can login to all my server via my ssh keys.
Cyberduck is also full featured, but with quite an OS X interface. Nice is the support for Amazon S3 and CloudFiles cloudstorage services.
Total Commander - The one and only.
If you're looking for SFTP / SCP support, go for WinSCP.