Folx

Folx is a full-featured download manager for Mac OS X system using the multipart download system to optimize the use of available bandwidth while an FTP client accepts secure connections through SSL.

Not only can it download files individually, but you'll also be able to download whole websites to visit them later when you'll be unable to be online.

It also features a filtering system which automatically moves files to different folders attending to their format. You define criterias and it works for you. That's perfect.

Another interesting feature of Folx is a P2P option that allows you to share files with other users in a local network.

There's more, because Folx can download videos from YouTube (if you use Safari as a browser) and is compatible with Rapidshare servers (you need a user account on this service).