I use FileZilla and it works fine with SFTP (SSH File Transfer Protocol). Follow these steps to install it and configure it:
1. Install FileZilla via terminal:
sudo apt-get install filezilla
2. Open the program and go to File -> Site Manager... or simply type Ctrl+S
3. The following window should appear:
4. Enter the name of your host, select the port (usually 22 for ssh/scp/sftp) and choose SFTP - SSH File Transfer Protocol as protocol and optionally set the Logon Type to Normal if authentication is needed, resp. enter your data.