Gnome ships with GUI sftp support built into nautilus, but it's not ideal. I was living with it, and do prefer it over the command line version (I'm getting lazy in my old age) but recently have been evaluating xfce as an environment. This is a whole different story, but I'd like to find a less bloated, less buggy environment than Gnome. Xfce doesn't seem to ship with a GUI sftp client, which is totally fine--why ship software that many users won't use?
Looking around, I found gFTP. So far, it seems gFTP is as good as nautilus in every respect. A major difference, however, is that when transferring files to and fro, gFTP maintains modification times. This way, if I have two copies of the same file in two (or more) places, they all have the same modification time. Seems pretty basic and pretty obvious--and very important--but nautilus gets it wrong.
Is my preference for a GUI sftp client really a sign of laziness? I don't think so. In many cases command line tools are quicker and easier, but when maintaining web directory trees it's nice to be able to quickly glance at two directories and see if their contents match. gFTP does have one quirk that's inconvenient in this regard, however, in that it sorts files and directories differently. IMHO, this is another sign of Linux developers not understanding Unix: a directory is, like a file, a link in a directory, darn it, so sort it like other links.