This depends to an large extent on the services that are provided by the server. In general I would suggest to go for SSH access. It is free, usually enabled (though not necessarily for root accounts), and it's very secure. 'ssh' is the tool to login for continuous operation, and 'scp' is a tool to do single command file transfers between local and remote locations. On Linux with KDE's Konqueror you can run SSH connection within the file manager, providing a GUI interface for file transfers - the protocol for this is called 'fish'.