OS X doesn't even really support FTP through the Finder... It's read only.
A good substitute is MacFUSE and the SSH file system. Your server gets mounted as a disk (read and write!) and it's secure through SSH. If you want goodies like preferences there is a product called ExpanDrive that makes it pretty seamless.
URLs should begin with afp://, at://, file://, ftp://, http://, https://, nfs://, smb://, cifs://, or vnc://
It's easy enough to get a nice SFTP client though (I prefer Transmit. It even supports Amazon S3)