The wget utility is the best option to download files from internet.
wget can pretty much handle all complex download situations including large file downloads, recursive downloads, non-interactive downloads, multiple file downloads etc.
Download and Store With a Different File name
Download Multiple Files / URLs
Download Only Certain File Types
Download Single File with wget
Increase Total Number of Retry Attempts
Log messages to a log file instead of stderr
Mask User Agent and use wget like a Browser
Reject Certain File Types while Downloading
Quit Downloading When it Exceeds Certain Size