I also use Salamander, but not the winscp plugin, as then you can't edit files. For a quick tweak of a pfile or something similar, I find it easier to use FTP for editing if I'm not already logged into the shell. (While it sometimes seems it would be cool if one program did everything, often it's easier to let "windows" do what they do, and just bring an open window forward, rather than open a new interface in a program that's already being used for something else.)
Well, they aren't free but I use VanDyke's SecureCRT (for connecting to the shell) and SecureFX (for file transfers). They're both great, allow for tabbed connections, and well worth the money if you're looking for something that's really easy to use.
The only problem I've had with them was fixing the initial settings in SecureCRT to not botch things being displayed in Nano. Other than that they're great.