I use FAR. It is old Norton Commander style open source File Manager. It has nice build in FTP plugin that is enough for most of the time.
In cases when I need multiple downloads I use ReGet.
It might be not a cheapest choice, since there are a lot of open source file downloaders lately, but I use it for years.
FileSilla has been one of the best experiences I have had so far, right next to cuteFTP. I also find that fireFTP is useful when I'm not working on my own website.