The first Internet program I ever used was Fetch, the classic Macintosh FTP client. But that was back in the days of System 7 and now we have Mac OS X, and though Fetch is still around, I find myself using the often updated Cyberduck for all my FTP needs.
David V. Kocher has put together one of the best FTP clients and since it is released under the GPL license, it is also freely available for personal use. Cyberduck also takes advantage of OS X technologies like Keychain, Rendezvous (now known as Bonjour), and Applescript. Although there are other Mac FTP clients you can buy, Cyberduck is the most updated program I know.