FTP is very popular protocol to transfer files over network and internet. FTP have some security problems and SFTP is designed to solve these problems. Connecting sftp or ssh file system from Windows clients may become a nightmare because lack of built in client. In this tutorial we will look different tastes of SFTP or SCP Windows clients.
WinSCP
WinSCP is the most popular and useful client between other scp clients. WinSCP can be downloaded from following link.
https://winscp.net/eng/download.php
- Integrated drag and drop feature
- Windows explorer right click send to menu
- Command line interface support
- Storing session information like ip, hostname, username, password
- Writing scripts to transfer file
- Automatic sync from local directory to remote directory
- Portable without-installation
- Open Source
- Multipart and multithreaded file transfer
PSCP and PSFTP (Putty)
https://www.chiark.greenend.org.uk/~sgtatham/putty/latest.html
Putty collection suite provides a lot of tools related with ssh . PSCP and PSFTP are some of them.

- Usage without installation with portable
- Fully command line
- No GUI
Filezilla
https://filezilla-project.org/download.php?type=client
Filezilla is actually designed for FTP servers but also provides support for SFTP.

- Supports FTP, FTPS and SFTP
- Drag and drop support
- Edit remote files
- Compare local and remote files and folders
- Portable without-installation
- Open Source
- Multipart and multithreaded file transfer
FireFTP
https://addons.mozilla.org/en-US/firefox/addon/fireftp/
FireFTP is an extension and plugin to Firefox browser. It has decent features.
- Connect with URL bar
- No other application
- Set initial directories
CoreFTP LE
http://www.coreftp.com/download/coreftplite64.exe
CoreFTP is commercial product but also have free version for personal use.

- Drag and drop support
- Stop and Resume file transfer
- NEtwork bandwidth control
- Multipart and multithreaded file transfer
- Command line interface
BitKinex
http://www.bitkinex.com/ftp/client/bitkinex323.exe
Bitkinex is simple and free software.

- Multipart and multithreaded file transfer
- Supports FTP, FTPS, SFTP, HTTP, HTTPS, WebDAV
- Server to Server file transfer
- Command line interface
Jscape AnyClient
Jscape is platform independent file transfer client. It has also commercial version named Anyclient Enterprise

- Supports FTP, FTPS, SFTP, WebDAV, WebDAVS, Amazon S3, AFTP
This is a good post. Another really good SFTP client that would be great to add is WebDrive (www.webdrive.com). Supports lots of connectors and has a super clear, easy interface.