Program to move files from CF card to computer?

So I've been happily moving my files using good ol' Windows File Manager. Recently, my Canon camera decided to start numbering my files starting from a totally different number than what I had been using. This required renumbering all my files to keep the sequence straight. Mixing JPG and RAW files has become a major hassle, though.

A colleague told me about an application that he uses to move the files. It has a plethora of features, including a proper sequencing function. I'm thinking it might be time to use something like this. I could use some advice from folks who have looked into these sorts of down-loader applications: what do you use and why do you like it?

Thanks in advance!