On my Ubuntu system, I can easily connect to a remote server via SFTP and simply drag/drop files across systems. This is built into the standard file manager.
I just recently got a MBP with OSX and am looking to do the same thing. When I go to Finder->Go->Connect to Server, there is not SFTP option (but there is FTPS). It looks like I can't just use a regular Finder window to manage remote files via SFTP.
I know there are clients such as Cyberduck, Fugu, and FileZilla, but it seems like this should be built in. Am I missing something?