For simplicity of installation and use, FireFTP is excellent. This assumes you use Firefox as your web browser. Search for Firefox, from the Firefox web site click on the add-ons button.

History note: An early ftp software client was WS_ftp. It featured the most obnoxious audio feedback when a connection was lost: a whiny high pitched voice said "Uh-oh". In its current version, WS_FTP is still used by lots of people: http://www.wsftp.biz/.

FileZilla is an excellent free FTP client for general purpose FTP work.

SmartFTP is also an excellent client, free for non-commercial use: http://www.smartftp.com/

CuteFTP is easy to use and powerful: http://www.cuteftp.com/

All of the above are good FTP clients.