I tend to have chunks of the CgyWin distribution (http://www.cygwin.com/) installed and have SSH+SFTP/SCP setup that way and gave found it to be reliable for this purpose under Windows 2000/XP/2003/Vista/2008*. It's SSH package is a complete port of the OpenSSH suit as found in most Linux distributions and many other Unix-a-likes (including BSD, where it originated).
Cygwin may be over-kill for you needs if all you need is SFTP though (I find it very useful to have a full Linux-a-like environment at my fingertips, but your description suggests that you do not need anything like that). copssh which you mention is actually based on the cygwin port of OpenSSH, my understanding it that it is simply the SSH parts and requirements pulled out of cygwin with nothing else, so should work just as well.
Long story short: I recommend you keep investigating copssh, unless you want some of the many other things that come with cygwin in which case investigate that instead.
[*] I had problems with exim via cygwin under 2008, though that was a while ago before 2008 was officially supported so that may be a resolved problem, but SSH with bash and all the usual command line tools I use have worked flawlessly.