The FTP program that I use is Fetch, and it's a fantastic utility that lets me browse FTP servers and download files, such as system updates from ftp.apple.com, or shareware from ftp.tucows.com, or all kinds of other files. It's probably a good idea to download Fetch first, so that you can have it to download all your other files!
I also have Microsoft Internet Explorer 2.0, which I downloaded from ftp.microsoft.com, and it works pretty well. There are some other browsers like MacWeb, Netscape, and some other smaller market browsers. I don't know about you, but the browser doesn't make much difference to me as long as it can handle a reasonable array of "extras" like Quicktime files, Adobe .pdf files, and java applets.
I could try to give you a big list of places to go to download files, but I'll tell you that if you download Fetch, it comes with a bookmark file with a ton of FTP sites.