Why do people need to ask this (especially in thi smanner?)? You should be asking what newsgroup reader to use. It's like you're saying "What warez client to you use for bittorent?" Who says you have to get warez with BT? While I'm sure 95% of people who use BT get it for illegal software/music/whatever, you can just ask what BT client to use. At least that's how I would say it because you can always ask a question without revealing what you do with it. (I'm sure no one would be asking what video player is best for pr0n and would rather ask what x264 player is good)
Anyways, I use Newsleecher for Windows and Unison for my Mac.