Many OS X users will probably be connecting to other remote systems frequently. I do so every time I want to upload new images or features to this site, or to transfer a file to or from the office. There are a number of ways to do this using either the command line (ftp, ssh, scp) or graphical FTP clients (Transmit, NetFinder, Fetch).
There is an alternative program available known as RBrowser, which has one unique advantage that I really like. Although it will function as a normal graphical FTP client, it can also do the same for ssh (secure shell) and scp (secure copy) connections. Basically, it will present a finder-like view of your remote host, but it does so using ssh to make the connection, and scp to copy files. This is great for me, as my ISP has a three-minute timeout on FTP connections, but no limit on ssh connections! No more reconnect delays after a more-than-three-minute local editing session! Read the rest for some more features and pricing both now and post-beta.
In addition to the grapical copying features, you can double-click on a remote file, and it will open in your local editor. You can use the prefs to associate extensions with application types for opening, and when you save your work, you will be saving it back to the remote machine. You can also move directories around, change permissions on files, etc. It really feels like you're working with local files.
If you're having a problem dragging and dropping, it's most likely (as it was in my case!) user error. You don't drag from the actual view window, but from the dock area above the window once you've selected a file or files in the viewer. Now that I've figured that out, it works like a charm!
Note that RBrowser is free right now during the beta cycle, and will be free for OS X final unless you want to use the SSH protocol, in which case the progam costs $39. Highly recommended if you do much work at all with remote file systems!
Mac OS X Hints