Chances are, you're running into the active-passive mess, or you're on a different connection with different firewall settings. The Active and Passive-mode transfers control the "direction" that the second channel is established.
ftps is ftp via ssl/tls, and ftp and ftps use a scheme older than IP itself, and connections that requires a more expensive firewall (that can peek inside ftp traffic, and detect the ftp protocol and open the ftp-requested port in the firewall), or a network administrator that's willing and able to open a whole range of ports, or related firewall work.
Given the choice, consider using sftp here, which confusingly named but is a very different and much more recent implementation of file transfers, and sftp — unlike ftp and ftps — is much easier to drill through firewalls. sftp is a file transfer operation atop ssh, and many systems already have ssh access available.
Here's how to get ftp going on OS X, and (though rather more secure than ftp), ftps needs the same port and firewall access.
Atop the security and firewall issues, Finder's support of ftp is comparatively limited. Last I checked, it was read-only, and it has tended to have some compatibility issues with some ftp servers at least as recently as 10.7.5; haven't tried that set of ftp servers with Finder in 10.8.
Alternatives: WebDAV could provide an approach that might be more suited (and Finder supports that), if you want file transfers and can get that established. Or a VPN, and then you can use SMB or AFP with Finder via the VPN. Or continue with CyberDuck, or (on Windows or OS X or Linux) FileZilla.
