WinSCP is an excellent free GUI client for sFTP (Secure FTP) protocol on Windows, however the same is not available on Apple Mac OS X platform. Also, there are not many free frontend clients for OpenSSH's sftp/scp protocls on Apple Mac OS X, from the very limited options "Fugu SSH" takes the crown for being the best. Fugu provides a friendly, intuitive graphical user interface to the text-based Secure File Transfer Protocol (SFTP) client that comes built-in with Mac OS X, featuring user-friendly options like secure drag-and-drop file transfers, remote file editing and remote file preview. Fugu allows you to take advantage of SFTP's strong encryption without having to sacrifice ease of use. Additionally, Fugu can make secure file transfers using Secure Copy (SCP), and can create SSH tunnels to faciliate secure interaction between machines.
User's can download the open-source GUI sFTP client from http://sourceforge.net/projects/fugussh/files/Unstable/fugu-1.2.1pre1/Fugu-1.2.1pre1.zip/download, make sure you download the "PRE release" Intel-only build for Mac OS X 10.5 and above to get it working on current generation OS. Also, makes sure you have "Apple Gatekeeper Security" configured to allow installation from external sources as shown below.