After a slight modification to ~/.bashrc, my sftp connection always fails with FileZilla, XFTP, and commandline sftp, but Transmit in OS X works fine.

With verbose mode of command sftp, it tells ‘Received message too long’. Carefully checked ~/.bashrc, found that an echo was added for debugging, after remove the echo sentence, sftp works perfectly again.

So, if you want your sftp works fine, please be careful with shell config files like .bashrc or .cshrc or so, especially there are echo or other messages outputed.