Wow, nobody here rooting for FileZilla?
From my personal opinion, because in my country and internet's speed is pretty disappointing, browser-based CPanels (especially the ftp://site.com for Internet Explorer) are 99% hindrance 1% useful. Note: I have not used GoDaddy's CPanel so I cannot say whether it is an exception.
I've tried CuteFTP and SmartFTP before but for me, they're all pretty much the same, and since I started off with FileZilla I'm quite comfortable where I am.