I have recently stopped bothering to use DW as an ftp client because of its bugginess--it fails to upload large websites, whereas FileZilla works without a hitch. However, since I began using FZ DW will only connect with the remote site using passive mode. Is this purely coincidental or is there another reason?
If it works, don't fix it.
FTP is something that is entirely dependent on your server and its configuration. I have clients using FileZilla (usually to upload photos for a website so I can download them remotely instead of needing to bring them a thumb drive or portable hard drive) and they love it. And if you like FileZilla better, that's up to you.
But Dreamweaver's FTP works for most servers and offers Passive mode as a means by which it can negotiate with a remote host and get the job done. It also offers SFTP for hosts that require that.
Use what works for your workflow.