Answer: Integrate them. So you could load one program, depending on your settings it would like either more like Putty or more like WinSCP, but when you wanted to you could turn it into both.
So you log into a server, it's in Putty-like mode, you run some commands blah blah and create a file. Then you want to copy that file to your desktop so you click the GUI button and you get a window that looks like explorer, it's in the current directory you've cd-ed to and you can drag and drop files. Then you can turn the GUI off and go back to Putty mode.