>Does anybody have any third-party products they would recommend to do SFTP in .NET?

OpenNETCF has a FTP namespace. I have not used it myself but I have used other components from OpenNETCF. It is open source, i.e., free.
Here is a link to the docs: http://www.opennetcf.com/library/sdf/
The website is pretty easy to navigate and I am sure you will find the download from there.

Hope this helps.
Einar