If you are running this script without human interaction, then you need to establish some criteria for what files to get.
Are you always retrieving files from the same directory on the remote server?
Are you always fetching the same number of files? Or all files modified since the last script?

Are you retrieving files from a public server? That is, do you need to supply a username and password, or can anyone retrieve the files.

If it's not a public server, and I assume it's not, do you have secure shell (SSH) configured? I would do that first. If you copy your public key from your PC to the server, you can use ssh, scp and sftp without a password. In a script, scp will be more convenient than sftp.

I would also checkout rsync. It's probably what you really want.