Windows equivalent : CuteFTP, SmartFTP
Ubuntu equivalent : FileZilla
FileZilla is free, open source, cross-platform FTP software, consisting of FileZilla Client and FileZilla Server. Binaries are available for Windows, Linux, and Mac OS X. It supports FTP, SFTP, and FTPS (FTP over SSL/TLS). As of 18 April 2011, FileZilla Client was the 7th most popular download of all time from SourceForge.net.
This is great FTP client, very complete, in my opinion, and the best one around.
To install FileZilla in terminal:
sudo add-apt-repository ppa:n-muench/programs-ppa
sudo apt-get update
sudo apt-get install filezilla filezilla-common
Access it through Applications → Internet → FileZilla FTP Client.
