I generally use SSH to administer servers and remotely access files, using the SFTP sub-system. Here follows links to the tools/applications I use on various platforms:
Windows:
- Putty for shell access
- WinSCP for copying files
- SFTPDrive cost $39, but gives you a normal drive-letter!
Mac OS/X:
- SSH client built-in to OS/X
- Fugu provides file-copy support
Linux:
- SSH client usually built-in
- GNOME has built-in SFTP support