If you want to download large files, then it’s becoming more and more likely that they’ll be in bittorrent form. Even Microsoft is developing it’s own version of bittorrent. It’s definately the future of downloading large files on the internet.
This is the best software I’ve found to date for downloading them. Since it’s Java based, I found it runs better on the Mac than on Windows, but it still seems to have the best features and is by far the most popular.
Azureus : Java BitTorrent Client
Phil