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Most problems can be traced to the fact FTP uses 2 connections - 1 for control and 1 for data. Plus there's 2 modes for the data channel (PORT/Active and PASV/Passive) and these modes differ by which end "plays server" for this extra data channel. Just forwarding ports or DMZ is NOT the answer because the FTP communication sets up the data channel and addresses will go astray. No wonder there's so many places to fail!
If you plan on using FTP regularly there is actually some hope. More info...
REFERENCE: FTP Modes and Ports
FTP works then it doesn't work. WTF???? (includes BPFTPServer Setup)
FTP Server (includes Serv-U Setup)
MTU, PPPoE, Servers and LinkSys Routers (a special problem for PPPoE users)
Don't miss this great site for setting up BPFTP Server, Serv-U and GuildFTPd with your Linksys router.