As an additional tip, I've seen people complain about scp's handling of spaces and other special characters, causing one to use 2 layers of quoting. For example:
scp machine:'"file with spaces"' .
What people don't tend to realize is that this is because scp allows you to specify the remote-side files with remote shell code. For example, to get all pdfs in the remote home directory:
scp machine:'*.pdf' .
To get file.xml and file.pdf from the remote:
scp machine:'file.{xml,pdf}' .
To get the newest file (asumming that it has no whitespace or glob characters):
scp machine:'$(ls -t | head -1)' .
The same, but handling spaces and other characters, but not newlines:
scp machine:'"$(ls -t | head -1)"' .
If you use zsh on the remote machine with extended globs, this is the safest way:
scp machine:'*(oc[1])' .