Copying lots of small files (such as games/emulators/apps):
If you're planning on ftp'ing lots of small files over then you want as many connections open as possible, the xbox can handle 10 simultaneous connections at any time. This means you're copying 10 items at a time rather than one or two, obviously this is massively going to increase the speed of the transfer.
On PC:
Install FileZilla, FlashFXP is ok but personally I have better results with FileZilla and it's free.
Open up FileZilla and go to Edit>Settings>Transfers> and set maximum simultaneous transfers to 9.
Go to Edit>Settings>Transfers>File Types and set default type to Binary.
Go to Server>and make sure "Force showing hidden files" is ticked.
On Xbox:
Load UnleashX (if you used HeXEn to softmod it will be in your E:/Dash folder - just click on the .xbe file to load).
Go to Xbox Admin>System>Settings>Network>Set Max No Of Users to 10
Exit and save changes, reboot.
Load up UnleashX and all should be good to go.
Copying large files (such as music & videos):
You can only transfer at a maximum rate of 10mb/s so we don't want to be copying lots of files simultaneously as there's much more chance of something going wrong, you're better off just having one (certainly no more than 2) connections as this will use full bandwidth for your files. If you imagine 10 movies ftp'ing over at 1mb/s each it's going to take the same amount of time to ftp but there's a much greater risk of something going wrong. You only need an error halfway through and you've got none of your 10 movies copied over. If you had it setup as only one connection you'd have each movie transferring at the full 10mb/s meaning it should be nice and quick and if you do get a drop on the network or something goes wrong you've only got that one file that needs doing again.
Steps to take:
Install FileZilla as mentioned above but just keep the maximum simultaneous transfers to 2.
Load up XBMC4Xbox and ftp to your hearts content

You can use any dash but XBMC4Xbox is already setup for 2 transfers so I usually just use that and keep UnleashX setup for maximum transfers when doing games/apps.