If you need to recursively FTP files (e.g. you're pulling down data, or doing offsite backups), take a look at lftp. It's normally available on Linux boxes. One nice thing is that by default it will only transfer changed/new files. You can use it in a script or cron job.

Rimuhosting has a nice FTP overview on how to use it.

ncftp is another, more powerful FTP client that is also worth checking out.