[jeroenhd]

curl's approach will lead to partial and failed downloads. When a client stops accepting new data, servers tend to close the connection after a while.

There are smoother ways to deal with this (i.e. reduce download rate by faking dropped packets to output speed), but if you just want a simple download command, I think both simple solutions are fine.

If the download doesn't fit in RAM, it'll end up swapped out and effectively cached to disk anyway.

[mort96]

The standard solution to this is to write the download to a temporary hidden file on the same volume and then rename it into place once the download succeeds (or delete it on failure).

[jeroenhd]

That's true when downloading to a file, but Invoke-WebRequest is more curl-like than wget-like. It's designed to return an object/struct rather than simply download a file.

If you want to download many/large files, you're probably better off with Start-BitsTransfer.