Looking for a powerful download program that's fast, versatile, and very easy to use? Look no further than Curl. It can download files via HTTP or FTP with or without authentication, it works over SSL, and it works without interaction.
Being able to download via FTP without interaction is a definite boon over scripting other command-line clients. For instance, to download the latest nmap sources, you could use:
$ curl -O http://download.insecure.org/nmap/dist/nmap-4.00.tar.bz2
This would download the file and save it in the current directory.
Curl has a lot of amazing options, such as being able to set cookie data for HTTP downloads and 'suck' down entire pages and linked pages. It's even useful for other things, such as automated tasks. For instance, to have a custom piece of code on your Web site updated with information from your local computer, you could build an HTTP request locally to a specific URL (the custom Web code).