"Verbose" may be an understatement, but hopefully useful?
$ sftp -vvv nogdog@foo.bar.com:1022
Connecting to foo.bar.com...
OpenSSH_5.3p1, OpenSSL 1.0.0-fips 29 Mar 2010
debug1: Reading configuration data /etc/ssh/ssh_config
debug1: Applying options for *
debug2: ssh_connect: needpriv 0
debug1: Connecting to foo.bar.com [208.21.37.8] port 22.
debug1: Connection established.
debug3: Not a RSA1 key file /home/fubar/.ssh/id_rsa.
debug2: key_type_from_name: unknown key type '-----BEGIN'
debug3: key_read: missing keytype
debug3: key_read: missing whitespace
debug3: key_read: missing whitespace
debug3: key_read: missing whitespace
debug3: key_read: missing whitespace
debug3: key_read: missing whitespace
debug3: key_read: missing whitespace
debug3: key_read: missing whitespace
debug3: key_read: missing whitespace
debug3: key_read: missing whitespace
debug3: key_read: missing whitespace
debug3: key_read: missing whitespace
debug3: key_read: missing whitespace
debug3: key_read: missing whitespace
debug3: key_read: missing whitespace
debug3: key_read: missing whitespace
debug3: key_read: missing whitespace
debug3: key_read: missing whitespace
debug3: key_read: missing whitespace
debug3: key_read: missing whitespace
debug3: key_read: missing whitespace
debug3: key_read: missing whitespace
debug3: key_read: missing whitespace
debug3: key_read: missing whitespace
debug3: key_read: missing whitespace
debug3: key_read: missing whitespace
debug2: key_type_from_name: unknown key type '-----END'
debug3: key_read: missing keytype
debug1: identity file /home/fubar/.ssh/id_rsa type 1
debug1: identity file /home/fubar/.ssh/id_dsa type -1
debug1: Remote protocol version 2.0, remote software version 3.2.3 F-Secure SSH Windows NT Server
debug1: no match: 3.2.3 F-Secure SSH Windows NT Server
debug1: Enabling compatibility mode for protocol 2.0
debug1: Local version string SSH-2.0-OpenSSH_5.3
debug2: fd 3 setting O_NONBLOCK
debug1: SSH2_MSG_KEXINIT sent
debug3: Wrote 792 bytes for a total of 813
debug3: Received SSH2_MSG_IGNORE
debug1: SSH2_MSG_KEXINIT received
debug2: kex_parse_kexinit: diffie-hellman-group-exchange-sha256,diffie-hellman-group-exchange-sha1,diffie-hellman-group14-sha1,diffie-hellman-group1-sha1
debug2: kex_parse_kexinit: ssh-rsa,ssh-dss
debug2: kex_parse_kexinit: aes128-ctr,aes192-ctr,aes256-ctr,arcfour256,arcfour128,aes128-cbc,3des-cbc,blowfish-cbc,cast128-cbc,aes192-cbc,aes256-cbc,arcfour,rijndael-cbc@lysator.liu.se
debug2: kex_parse_kexinit: aes128-ctr,aes192-ctr,aes256-ctr,arcfour256,arcfour128,aes128-cbc,3des-cbc,blowfish-cbc,cast128-cbc,aes192-cbc,aes256-cbc,arcfour,rijndael-cbc@lysator.liu.se
debug2: kex_parse_kexinit: hmac-md5,hmac-sha1,umac-64@openssh.com,hmac-ripemd160,hmac-ripemd160@openssh.com,hmac-sha1-96,hmac-md5-96
debug2: kex_parse_kexinit: hmac-md5,hmac-sha1,umac-64@openssh.com,hmac-ripemd160,hmac-ripemd160@openssh.com,hmac-sha1-96,hmac-md5-96
debug2: kex_parse_kexinit: none,zlib@openssh.com,zlib
debug2: kex_parse_kexinit: none,zlib@openssh.com,zlib
debug2: kex_parse_kexinit:
debug2: kex_parse_kexinit:
debug2: kex_parse_kexinit: first_kex_follows 0
debug2: kex_parse_kexinit: reserved 0
debug2: kex_parse_kexinit: diffie-hellman-group1-sha1
debug2: kex_parse_kexinit: ssh-rsa
debug2: kex_parse_kexinit: aes128-cbc
debug2: kex_parse_kexinit: aes128-cbc
debug2: kex_parse_kexinit: hmac-sha1,hmac-md5
debug2: kex_parse_kexinit: hmac-sha1,hmac-md5
debug2: kex_parse_kexinit: none,zlib
debug2: kex_parse_kexinit: none,zlib
debug2: kex_parse_kexinit:
debug2: kex_parse_kexinit:
debug2: kex_parse_kexinit: first_kex_follows 0
debug2: kex_parse_kexinit: reserved 0
debug2: mac_setup: found hmac-md5
debug1: kex: server->client aes128-cbc hmac-md5 none
debug2: mac_setup: found hmac-md5
debug1: kex: client->server aes128-cbc hmac-md5 none
debug2: dh_gen_key: priv key bits set: 131/256
debug2: bits set: 521/1024
debug1: sending SSH2_MSG_KEXDH_INIT
debug1: expecting SSH2_MSG_KEXDH_REPLY
debug3: Wrote 144 bytes for a total of 957
debug3: Received SSH2_MSG_IGNORE
debug3: check_host_in_hostfile: filename /home/fubar/.ssh/known_hosts
debug3: check_host_in_hostfile: match line 8
debug3: check_host_in_hostfile: filename /home/fubar/.ssh/known_hosts
debug3: check_host_in_hostfile: match line 9
debug1: Host 'foo.bar.com' is known and matches the RSA host key.
debug1: Found key in /home/fubar/.ssh/known_hosts:8
debug2: bits set: 506/1024
debug1: ssh_rsa_verify: signature correct
debug2: kex_derive_keys
debug2: set_newkeys: mode 1
debug1: SSH2_MSG_NEWKEYS sent
debug1: expecting SSH2_MSG_NEWKEYS
debug3: Wrote 16 bytes for a total of 973
debug3: Received SSH2_MSG_IGNORE
debug2: set_newkeys: mode 0
debug1: SSH2_MSG_NEWKEYS received
debug1: SSH2_MSG_SERVICE_REQUEST sent
debug3: Wrote 48 bytes for a total of 1021
debug3: Received SSH2_MSG_IGNORE
debug2: service_accept: ssh-userauth
debug1: SSH2_MSG_SERVICE_ACCEPT received
debug2: key: /home/fubar/.ssh/id_rsa (0x7fde5e390fb0)
debug2: key: /home/fubar/.ssh/id_dsa ((nil))
debug3: Wrote 64 bytes for a total of 1085
debug3: Received SSH2_MSG_IGNORE
debug1: Authentications that can continue: publickey,password,keyboard-interactive
debug3: start over, passed a different list publickey,password,keyboard-interactive
debug3: preferred gssapi-keyex,gssapi-with-mic,publickey,keyboard-interactive,password
debug3: authmethod_lookup publickey
debug3: remaining preferred: keyboard-interactive,password
debug3: authmethod_is_enabled publickey
debug1: Next authentication method: publickey
debug1: Offering public key: /home/fubar/.ssh/id_rsa
debug3: send_pubkey_test
debug2: we sent a publickey packet, wait for reply
debug3: Wrote 368 bytes for a total of 1453
debug3: Received SSH2_MSG_IGNORE
debug1: Authentications that can continue: password,keyboard-interactive
debug3: start over, passed a different list password,keyboard-interactive
debug3: preferred gssapi-keyex,gssapi-with-mic,publickey,keyboard-interactive,password
debug3: authmethod_lookup keyboard-interactive
debug3: remaining preferred: password
debug3: authmethod_is_enabled keyboard-interactive
debug1: Next authentication method: keyboard-interactive
debug2: userauth_kbdint
debug2: we sent a keyboard-interactive packet, wait for reply
debug3: Wrote 96 bytes for a total of 1549
debug3: Received SSH2_MSG_IGNORE
debug1: Authentications that can continue: password,keyboard-interactive
debug3: userauth_kbdint: disable: no info_req_seen
debug2: we did not send a packet, disable method
debug3: authmethod_lookup password
debug3: remaining preferred:
debug3: authmethod_is_enabled password
debug1: Next authentication method: password
nogdog@foo.bar.com's password:
debug3: packet_send2: adding 64 (len 58 padlen 6 extra_pad 64)
debug2: we sent a password packet, wait for reply
debug3: Wrote 144 bytes for a total of 1693
debug3: Received SSH2_MSG_IGNORE
debug1: Authentications that can continue: password,keyboard-interactive
Permission denied, please try again.
nogdog@foo.bar.com's password:
^C
$