I'm having some trouble upgrading my plguins through the Dashboard, If i upgrade plugins manually via FTP, will i lose any info from plugins like statpress and all in one seo?
It should work just fine, plugin options should (and usually are) stored in database.
Automatic upgrade doesn't do much other than overwriting files.
Short answer: yes you can upgrade your plugins via FTP.
If the plugin is written well stats, settings and options should remain intact. As Rarst has already mentioned the automated upgrader just overwites files.
The reason for disabling the plugin first before upgrading is to stop regular site visitors running the plugin while files are being uploaded. If a plugin is run with only half of the correct files in place things can go wrong such as errors popping up and settings getting corrupt. Hence why you should disable the plugin first. When I say disable I do not mean delete.