I just had to move about 50 sites off of rackspace cloud sites, onto a dedicated server. Thats a lot of files, about 48000 actually. There is no ssh access, only ftp with that service, so I had to get all of the files that way.
I am not a fan of normal ftp on the command line, and didnt really know how to do it. I ran across this on serverfault.com: http://serverfault.com/questions/25199/ which gave such a simple, but effective answer.
wget -m ftp://username:email@example.com
**Keep in mind, this does not move all of your hidden files… i.e. .htaccess