Bruce Byfield surveys Linux file managers for Linux.com. The article is useful specially for new Linux users or those who are simply not comfortable using the command-line interface (CLI).
Whilst I am a CLI-user, I find that Midnight Commander, a Norton Commander look-alike, useful specially when deleting selected files or transferring selected files from one subdirectory to another.
As Bruce has said, the choice of File Manager is really a personal issue. He concludes:
The selection of a file manager is a highly personal decision. For most users, Midnight Commander is probably the command-line choice that is quickest to learn. Few users will want to use one of the generic file managers unless they are already familiar with it from another Unix-like operating system. Of the modern file managers, Konqueror the most satisfactory — so much so that otherwise dedicated GNOME users have been known to install KDE mainly so that they can use it.
However, for those who have always relied on file managers, the first choice has to be Krusader. Combining the centralized functionality of earlier generations with the look and feel of modern applications, Krusader is by far the most complete of the file managers I've mentioned.
Depending on your priorities, you might settle on another choice, but it's worth taking the time to explore your options. For many users, the choice of a file manager remains nearly as important as the choice of an editor is to a developer. A file manager can't force you to organize your files, but the right one can help you keep them that way.
So how about you? It's Midnight Commander and the CLI for me.