I personally go with the few others. I use Filezilla, its open source, easy to use and very imformational when it comes to Up/Down speed and how much is left to download or upload. It has many statistical features, and can connect to many different typesof servers, from regular ftp, to sftp and so on.
I've Tried almost every client for torrent files. I've come across a recent one I found to be insanely good. What it does is it uses less system resources and takes a little less or your bandwidth to use it. The program is called uTorrent. you can download it at http://www.utorrent.com/intl/en/. You can download multiple torrent files at ones in the nice categorized menu. You can also add you own skins to the program to make it feel like your own program. Everyone should go try this out. I haven't come across a better one since I've tried all the others vs. this one. And to answer blue lightnings question: yes Shareaza is P2P, however you can download torrent files through it as well. It connects to edonkey, limewire, bareshare, and many other clients for the P2P part of the program. I don't think programs like this are good. programs are ment to have a soul purpose. If it is programmed to do to many things, it causes more errors (usually).