I sshed to a remote machine and want to copy some files from there to my local machine. Both are running linux. My local machine is behind a firewall, so I can't do "scp file_on_remote user@localmachine". I know I can do "scp user@remotemachine:/directory/file ./", but I need to wander around on the remote server to pick some files to download to local machine, so this way doesn't seem too appealing to me.
Silly question but can you run a GUI on the client machine, like Filezilla?
Assume you can't and are unhappy with RSYNC or SSH or RSYNC over SSH, then you might want to look into SSHFS. This will allow your to mount a remote directory over SSH to you local box. You can browse and use normal cp or mv to copy or move files around.