I use the terminal for quick-and-dirty, but if you want something powerful, Interarchy is a good option--very Mac-like interface, you can have it open a document in TextWrangler (or your editor of choice) for direct editing (when you save, it's automatically uploaded), lots of bonus features, not outrageously expensive. And of course if you're mirroring a local copy of a site, you can set up a double-clickable document that will execute the mirror operation for you with no user interaction.
I've heard good things about Transmit, too, but I personally prefer Interarchy. At work, where free trumps power, Fugu gets the job done with a GUI--nice app.
I agree with everybody else, though, that it's not likely your client is to blame for your slow speeds.