I use SSH and SFTP (FTP over SSH). In order to use either of these, you need to have SSH enabled on your server.

For FTP, the benefit of using SFTP is that its secure, so packet sniffers can't pick up your FTP userid or password. But SFTP is a bit slower, and the selection of SFTP client software is limited. I use WinSCP, its free!

SSH, on the other hand, opens a console directly on your linux server (like a command prompt on your windows machine). You need to know your text commands and pretty much anything you do via SSH is effective immediately and can affect your whole server, so use it only if you know what you are doing! For ssh, I use Putty, also free.