IIRC N900 wifi goes "sleep"(if there is no data transfer) even-thought it seems to be connected. At least I have to first set SSH on and additionally open web-page on n900 or do something that involves data transfer. And after that I can connect to my n900 with winscp in my home network.

Honestly, putty and winscp are both good things for the poor windows user. But the full experience of secure shell can only be achieved between two linux machines, in my oppinoin. If you're stuck in Windows and want to gain access to another machine in a more complex way you might want to use cygwin, which is a more linux adapted environment. If you are even more stuck on "windows" in general NXServer/Client is something where you can get a fast desktop experience over a secure connection (that won't work with the N900 maemo though since afaik you cannot get the hildon over x11).

You can also if you're on a 3g or GSM connection and only is interested in the xterminal access to your n900 (and providing that you at home have a openssh server, probably under linux) use reverse ssh to gain access to your phone. But I won't explain it of course, it would be ridiculous since google is your friend. However, with reverse ssh I suggest you to make a bash script for that, and then aliases to access that script in a more compact way.

Rant over. Good night.

scp can be fun. I have been using ssh from the beginning though and its easy to setup.