I use FileZilla. I find it very easy and fast to use. I also have WinSCP which I believe is better, but haven't really worked with it yet. It's family of PuTTY.
I use FileZilla whenever I need an FTP client or an FTP server for general usage.
If you're doing something like editing webpages, you may like the built-in FTP client so that you can just hit save and have it updated on your site as well. I would also encourage you to use sFTP (supported by most modern FTP clients) to ensure security when doing your file transfers.