FTP or SFTP ?

Should I use FTP or SFTP when downloading files to a PC from a Seedbox?

What is safest when not using a VPN?

Do not use unencrypted connections. There is no reason to ever use an unencrypted connection. FTP is obsolete, it was used in a time when encrypting and decrypting data was too resource intensive for the processors available.
That time has long since passed. People have been born, have grown into adults and have had children of their own since then.
Don't use ftp, don't use http.