I thought I was on to something, but a second attempt on the same machine resulted in the spining Aqua blob of death.] Update: I was able to connect once when I included the trailing slash in the URL.
For now, stick to your FTP programs to connect to the FTP servers! I'm not sure if others have had better experiences than I, but based on my tests of Finder-level FTP, I can't recommend it as a usable tool at this point. I was able to make a connection on one trial, but every other time I tested this, I wound up with some form of a locked system requiring a hard reboot. I have attempted to connect to a number of FTP servers from three different Macs, and have achieved only one consistent result: a hard lock-up of the machine. You simply enter in the Go -> Connect to Server dialog, and you should see the server on the desktop. The 10.2 release of OS X features a potentially amazing time-saving feature: the ability to mount FTP servers in the Finder. This is an odd hint for macosxhints I'm recommending that you do not use a feature of the system!