WinSCP and ncftp (via Cygwin) are the best file transfer programs

Version to use: WinSCP-3.7.4 :: ncftp whatever Cygwin includes

If you have the choice, you really shouldn't be using ftp to transfer your files on the internet. Instead, you can use SSH/SFTP via such GUI tools as WinSCP. But, let's say that you don't care about the privacy of your data. Go ahead and use something fun like ncftp (available via Cygwin which includes "tab autocompletion" on the remote site and "-r" recursive site downloads.)