I use Textwrangler at times (if I right click on a file in YummyFTP it'll open in textwrangler and upload automatically when I hit save. )
Otherwise I can use Coda which is more of an IDE that will connect to FTP and upload when I'm ready.
I know kodomo IDE can do it too but not to the ease of say Coda.
(the last one would be compatible for Windows)