I use Cyberduck for this task. It's a cross-platform (but native on mac) app that is full of features and it's free to use. You can support the developers by donating or buying it directly from the Mac App Store.
Update [2016.08.02]: The developer nowalso has a new softwarean application named mountainduckMountainduck which let you mount the path you want to a folder and access it through Finder app.