Here’s a quick tip if your WordPress host is quite simple and only provides FTP access and no version control tools (svn, git) or specific syncing tools (rsync)
Use version control for the theme on your local machine (where you run your dev WordPress environment), then use syncing capability of FTP tool (Cyberduck for MacOSX has this feature) to promote the changes to your host.
Remember, version control is the only way to sensibly manage changes to your theme – editing through the WordPress theme editor on your host is a really bad way to manage it!