[gustavus]

Honestly everytime I've tried downloading a large file the bottleneck is on the serving end, where they aren't able to send that much data that fast.

[wing-_-nuts]

You can use something called lftp to transfer single files using multiple connections at once, I'm sure there's similar switches for wget or curl

[mksybr]

If there's a torrent available you can get better speed. Helpful for Linux installation ISOs