I use to be a big fan of flashfxp (paid) until I found winscp - the best free program. It can watch files that are open in your editor and automatically upload when you save. No need to transfer the files manually after making changes. I haven't seen any other FTP programs capable of doing that except one that are integrated in whatever IDE you may be using, but those are usually slower and have less features than a full FTP program.
http://winscp.net/eng/docs/screenshots