So, as I'm a newbie and downloading ISOs is in itself a chore, requiring much sitting on the bum and making sure your computer (or yourself) doesn't go into sleep mode, I am making this topic as a place to list any tips for downloading ISOs, to help newbies speed up and generally increase the ease of downloading large files (and burning ISOs.)
I found a handy download managing application (for Windows,) which appears to be true shareware, and has a gaurantee of no spyware/adware etc, simply "please pay if you like this product." I really like this product, if it keeps working so well I'll be paying for my copy, I think it's truly excellent..
"GetRight" is a download manager which allows you to do all the normal pausing/resuming of downloads, etc. Where it excels, and it may not be new but I've never come across this option in a shareware app before, is that it allows you to segment your downloads in realtime, and download each segment in parallel from a different (or the same) mirror, which can basically increase your download speed by orders of magnitude..!
With this option, my usual max speed from a mirror site is in the 50-70k/sec range, but being able to split a file into 3 or 4 segments, I can triple this speed easily, by downloading segments from different sites, or even the same site! This is really cool, IMHO, and is extremely helpful to me with my wireless coffeeshop-style downloading..
Anyone else who knows other good programs or tips, please add them here!