Why are some clients free?

The most common reason for clients to be free is that the company who released them is wanting to up sell to the full version. They are hoping to get you to upgrade to the paid version which usually has extra features or advantages. Sometimes the extra features are worth the upgrade and other times the free version will do everything you need.

There are even some clients which don't have any paid version and you get all features in one version!

It is important to try out ftp clients when you are looking for the right one. Whilst some clients can actually do jobs, the way they do them can be long winded or just not do them to your pleasing! Often once you have found a client which does everything you need for the right price you wont move for a long long time...