Using OSX, working with files/data on a remote server: I use transmit to sftp files from the server. I usually code in textwrangler. I ssh into the server through terminal. I have a script that copies selected code from textwrangler and pastes it in terminal (and presses enter), which is useful for testing and debugging scripts. I also use vim when I want to make relatively quick edits to files.

I'm fairly new to OSX but my setup works pretty well for me. I think my biggest inefficiency is my text editor; it doesn't have syntax completion (as far as I know) and it can be a bit of a pain to work with more than 3-4 files at the same time. My long-term goal is to totally move to vim.