My personal preference is filezilla.

You can install it from the repositories by typing sudo apt-get install filezilla.

It's quite stable and with plenty of features.

Alternatively, if you want to download by using a shell FTP client (no GUI), you could try to use wget or ncftp.

Some examples:

ncftpget –R –v –u "username" <ftp_site> <local_dir> <remote_dir>, (where "R" = recursive, "v" = verbose)

wget -r ftp://username:password@<ftp_site>/

wget provides many options, i've used it many times myself and i think that you should really try it (read it's 'man page', it's worth it)