Please be aware that there will be setup required on the switch to enable FTP, TFTP, or SFTP before you can use a client like Filezilla.
I agree that if you are going to pull the config off a switch it is better to use an encrypted file transfer to safeguard the config. The user passwords are always encrypted and not in clear text so you don't have to worry about that.
Once you generate the ssh key pair, you would also be able to ssh into the switch to manage it. Also a good idea.
David