FlashFXP is probably the best GUI-based FTP program ever made. Supports virtually all FTP features, including direct FTP-2-FTP (=FXP) transfers, SSL connections, has an excellent site manager (that includes upload/download stats for each site) and tons of other features.

Program is also extremely small, easily customizeable (beginning from the basics, such as split-view or Explorer-style view), secure (each site can be protected with your unique password in addition to normal site passwords) and reliable.

Trial version is fully functional -- only nag in trial version is the splash screen when you launch the software, but that's it.

U3 Smart Drive Edition
FlashFXP U3 Smart Drive Edition allows you to install/use FlashFXP on any U3 Smart Drive. It is otherwise identical to the standard shareware version. For more information about U3 devices and what makes them special, visit http://en.wikipedia.org/wiki/U3 or http://u3.sandisk.com/.