Forum Moderators: phranque
A number of commercial and free SSH clients have a local SOCKS proxy built-in that will tunnel traffic to a host. You'd configure your browser to use the SOCKS proxy.
BTW, tunneling is just one more good reason to use SSH rather than FTP to access your web hosting account. A more typical use of tunnels is to forward specific local ports to the host.
For example, I've set-up a tunnel for MySQL. This allows me to use locally-installed tools to securely access the MySQL databases on my host.