WordPress allows upgrade of itself and of plugins via a nice web interface. By default, it offers the option between FTP and FTPS. That’s very nice except that my server does not use FTP, only SSH. Fortunately, WordPress can support SSH if the correct package is installed. On a Debian server, simply run:
sudo aptitude install libssh2-php
Then restart the web server. If you now go to the upgrade page, there is an option to use SSH. You can either use a password-based login, or a public/private key-based login.