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!

Here’s some resources I’ve found really useful to get (git) going:

Resources

• GitCasts by Scott Chacon. Screencasts are for me one of the best ways to learn things, these casts, although very quick, give you that good leg up.
• Git from the bottom up by John Wiegley. There is a link from his blog entry to a paper he has put together on his understanding of Git. Always good to read some theory!
• Git – SVN crash course from the offical git site. A great place to start if like me, you’re already familiar with svn.
• Github’s Git Cheat Sheet is a good resource too!