I’ve become a big fan of SSH for creating secure tunnels to remote clients. Using the port redirection facilities of SSH, you can remotely access databases, web servers and other services without exposing the services themselves to the Internet. SSH also includes support for remote file transfer to let you download data from a client or upload a new script.
While single files are easy from the command line, a two-pane file manager interface is easier for more complex tasks. WinSCP works well in this role for Windows clients and is licensed under the GPL. Yesterday, I trolled around a bit and found fugu for Mac OS X, a similar interface, licensed under a BSD-like interface. Both make file transfer a snap.