It would be really nice if there was an integrated Windows Explorer interface, similar to the one for the FTP program Internet Neighborhood (<invalid hyperlink removed by admin>). You can even mount a remote directory as a mapped drive.
SFTP folders in explorer
I saw a post a while back asking for the ability to be able to have sftp folders that were accessible by other applications. This is to make things like dreamweaver which don't support ssh able to use it. At the time it was stated that there wasn't a known way to do this. I have been playing with tortoisecvs and I think it could be implemented the same way since it plugs into explorer.