Got the connectionstring and credentials down pat, and no error message when executing a SQL Server Agent Job that included an FTP task. It just sat there, and sat there.
Looked and smelled like a firewall issue. And it was. Didn't occur in Visual Studio, just when running in automated mode.
To fix (on Windows Server 2008), follw instructions for:
Open a command prompt: click Start, then All Programs, then Accessories, then Command Prompt.
netsh advfirewall firewall add rule name="FTP (non-SSL)" action=allow protocol=TCP dir=in localport=21
netsh advfirewall set global StatefulFtp enable