If you use Firefox as your primary browser, then having a good download manager is a must. The built-in downloader of Firefox is all right, but there is much more a download manager can do to make your life easier.
I have been using the DownThemAll! addon as my download manager for a long time now. It is actually meant to download all or many of the content files on a webpage. But, I use it because it can accelerate downloads by downloading multiple pieces of the file at the same time. I can also use it to pause and restart downloads. It also displays some cool-looking graphs and detailed statistics while it downloads files.
[ The OneClick button on Save dialog ]
I also like to configure it so that it appears in the right-click context menu and in the Save dialog. In both of these places, it can be further configured as dTA OneClick, which means it starts downloading when I click it without asking me where and how to save it. The OneClick feature takes the settings from the previous download and runs with it. This saves me from going through one more dialog, which is quite useful if you always save files to the same directory.
Tried with: DownThemAll! 2.0.13