One thing I find WinSCP does well that I cannot do easily with Ubuntu tools is tunneling to a secondary machine. This is done with one with one connection setting in WinSCP. While I can use the native file browsers in Ubuntu (11.11) to reach any machine, I cannot easily tunnel thru an intermediate machine to reach a third one. I suspect it is because I do not well understand how to set up tunneling. I am toying with gSTM, but there is little documentation, and I suspect it is for setting up local tunnels, not remote ones. In any case it is not as dead simple as WinSCP made it. This is no anwser, but perhaps it highlights a critical feature of WinSCP that suggestions for alternatives should address.
Now off to learn more about tunneling...