I need a small graphical utility, using which I can ssh to a server and see all the files and copy and paste (drag and drop) into my local machine.
I am running Snow Leopard.
A great free FTP client. This is my go-to application. Anytime I need FTP access, I use Cyberduck. It's not quite as lightweight as Fugu, but it adds a lot more functionality than Fugu. I also really like the Growl integration with Cyberduck.
Awesome little FTP client. As I noted above, this is a lightweight FTP client. It is great for simple FTP transfers and browsing. I do like the dual panel navigation.
EDIT: I forgot to add these.
I haven't actually used Filezilla extensively, but from what I've seen of it, I really like it. I downloaded it and played with it for a bit and I really like the tabbed connections. I also like the ability to jump to a path easily.
RBrowser (Free, $29 Upgrade)
A free FTP/FTP-SSL client. I don't usually use RBrowser because a $29 upgrade is necessary to unlock other protocols (Local, FTP/SSL/TLS, SFTP-SSH). I do like the Site Manager. It's a handy little thing to have.
I searched and came up with some other free FTP clients:
FireFTP (Free) - Firefox extension
The one downside I see is that this is for Firefox. The website doesn't make it clear how it works with Firefox, so I assume it is an extension.
This one relies on Google's MacFUSE. Since I don't know anything about MacFUSE, I don't know if this is good or bad.
Transmit ($34) By Panic
I have never used Transmit before, but I have used Coda and I definitely would recommend anything from Panic. The only reason I haven't used this because of the $34 price tag.
Never used it, just found it when searching.
Fetch ($24 per user)
An amazing program with a long, long, long mac heritage. It's way up there with Transmit by Panic and Interarchy as a file transfer program loved by long time Mac power users.
Never used it, but looks good from the screenshots. I really like the fact that it looks like Finder. I may have to give this one a try.
OneButton FTP (Free)
Just searching around and found yet another one...It looks pretty nice, except it's no longer supported. However, you can still download it.
Panic's Transmit tops my list. An extremely well built and executed FTP Client that fully supports sFTP. Priced at $34.
Forklift 2 is another terrific client that is just as solid and just as well built. Priced at $29.95.
Lastly, Cyberduck rounds out the list. It is not as well polished, but it sturdy and does the job. It is free.
There are others to be sure, but these are the one's I've used and personally recommend. Additionally, you may want to hit up places like MacUpdate, VersionTracker, or iUseThis for these types of questions. You will find much more diversity and get a better understanding of the programs available to you.
ExpanDrive acts just like a USB drive plugged into your computer. Open, edit, and save files to remote computers from within your favorite programs—even when they are on a server half a world away. ExpanDrive enhances every single application on your computer by transparently connecting it to remote data.
I have tried Cyberduck and Flow in the past but Filezilla offers a side-by-side interface which is quite useful. The only limitation with this tool is that it's not really MacOSX-aware, e.g. it shows all hidden files
Most other answers gave an objective analysis, but I'll share my experience.
Add to others
This provides more of an interface like Finder than the others (stricyly much more like the original NeXT version) Apart form standard ssh/ftp it will syncronise directories etc.
Yummy FTP (commercial) : http://www.yummysoftware.com/
Can't believe the one that blows most of the above out of the water hasn't yet been mentioned.
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If you need graphical utility with support for SSH you may try CRAX. This software has a built-in SSH client and after connection to the SSH server it's possible to invoke file operations like copy, move, and delete.
CaptainFTP is the best choice
Easy to download from itunes: