[mikeash]

When I'm on a bad connection, I like to download the file on a server somewhere, then rsync it locally. As long as my server and the server I'm downloading from are on fast connections, the initial step doesn't take long, and this frees me from worrying about expiring cookies or URLs or whatever.

[adrenalinup]

When downloading requires you to login, you absolutely need all the cookies even if you download it to your server first.

In this case, "Copy cURL" of a request from Chrome's Developer Tools is priceless.