I've used SharpSSH for years and it works great. Though it hasn't seen any development in awhile, the source code is easy to understand and work with. I've made tweaks and re-compiled it for my own projects with no trouble, though it works just fine as-is without the need for any of that.
If you don't need to do anything fancy, you could also write your own .NET wrapper for PuTTY's PSFTP.EXE client with very minimal code.
Though I've never used Greg Finzer's SFTP library, I know him personally and strongly believe that he has a quality product if you need something actively developed and robust. But for the simple stuff, I've had great success with the free options I mentioned.