I'm currently using sftp to download nightly backups (.tar.gz) from my web host to my desktop computer. I think I'd like to switch to rsync to minimize the bandwidth (and time). I have cygwin installed on my PC, but don't use it for much. I have shell access to my web host via ssh (PuTTY).
Let's say my source directory is myserver.com:/home/username/backups/, I want to grab all of the .tar.gz files from there, and I want to save them to C:\Backups\ locally.