The SFTP protocol was developed as a solution to the limitations
of SCP. It provides all the operations that have come to be expected with FTP, and
is generally preferable.
SFTP does not provide authentication and security itself - it relies on the underlying protocol, usually SSH. The two protocols are commonly used together - so much so that SFTP generally means that it is running over SSH.
CompleteFTP offers full support for SFTP.