Accessing file system on a WebEnabled site
If you're only working with contributed projects, using Drush will get you all you need (most of the time). But once you start to create custom features or custom modules/themes, you have to be able to access the file system of your site directly to upload/modify files.
If you're working on a local Drupal installation, this is no problem. If you're working on a hosted environment, though, it can be more tricky. This screencast shows how to use an FTP client to access the file system on a WebEnabled installation.