One of the great things included with the zsh-lovers package is the zftp (mini?) program.
$ autoload -U zfinit
$ zfinit
$ zfparams www.example.invalid myuserid mypassword
$ zfls
$ zfcd exampleDirectory
$ zfget exampleFile
$ zfput localExampleFile
$ zfclose
Type zf and hit tab to see a bunch more commands that are available.