ExpanDrive is an SFTP client by Magnetk which provides seamless integration Mac OSX's Finder. It mounts the server you're connecting to within Finder or explorer in Windows. This enables you to work with your remote machine just like you would in your local environment.
You can add files, drag & drop, edit, delete. It uses port 22 (SSH port) instead of the port 21 (FTP port) for secure connections to the server. Expandrive also provides a version named the same for Windows Here. Visit their site for a demonstration video and more info. Expandrive sells for $39.95