Putty gets you the secure remote terminal. It's nice because when you maximize or stretch the window, you get a nice big text area to work with.
WinSCP gets you the sftp functionality for transfering files around though for that, Filezilla is also worth a look for that. FZ will send multiple files at a time and resolves file conflicts a bit differently.
Now, having a solid SSH service on the windows side may really fill out the set by providing true cross platform file transfer with strong encryption. CIFS is convenient if your only dealing with Windows boxes on both sides but it's not terribly secure.
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