Another vote for a *legitimate* FTDI adapter. If it's less than $15, chances are it's a copy with hacked drivers and I depending on the product, I can assure they will give you issues.
I've been using an IO Gear FTDI ("smoked" grey DB9 connector) cable for a few years now with great success, having switched to that cable after a half dozen others on a really picky controller.
I picked up a Automation Direct EA-MG-PGM-CBL about a year ago and pretty much use it exclusively now (I prefer the "inline" configuration and it's a smaller package with a RJ12 connector to go straight to my PLC's, which is nice to not have 15' of cable on my desk when prototyping). It's a Profilic chipset, but it's been very reliable.