Not with the
ftp programs I've run into, as they expect a script on their standard input but a shebang would pass the script name on their command line.
You can use a here document to pass a script to
ftp through a shell wrapper.
Lftp accepts a script name passed as an argument.
Ncftp comes with two tools
ncftpput for simple batches of gets or puts.
Zsh includes an FTP module. Using a proper shell rather than a straight FTP script has the advantage that you can react to failures.
Of course there are plenty of other languages you could use: Perl, Python, Ruby, etc.
Another approach is to mount the FTP server as a directory, and then use
rsync or other tools) to copy files. There are many FUSE filesystems for FTP access, principally CurlFtpFS and LftpFS.
Note that if you were planning to use authentication (likely if you're uploading), and you have control over the server, you'd be better off with SSH access. It's more secure and more flexible. To copy files over SSH, you can use
sftp, or rsync for efficient synchronization (if some of the files may already be there), or Unison (for bidirectional synchronization), or mount with SshFS.