Originally Posted by Tsid

If you're still there, you already got tons of recommendations.

To add from myself, i would note, that although FTP is more convenient, faster, etc., it has a serious security issue for beginners. There are times i meet really A LOT of websites infected by viruses through improper and "careless" use of FTP. If you use an FTP client, be absolutely sure, your machine is free of trojan horses and is well protected by antivirus/antispy software.

Cpanel is a web interface which usually has some protection against malicious access. FTP is kinda "raw" interface to your website.