From my local machine, i log on to a remote machine via ssh.
How do I get files from the remote machine to the local?

The best way is probably to use rsync. For example, let's say that your login to the remote machine is:

ssh abc@xyz.com

To retrieve a file from the remote machine called somefile.avi in the remote machine's temp directory and put it in the avi directory on the local machine:

rsync --rsh="ssh" -av --progress --partial abc@xyz.com:temp/somefile.avi avi/

The "--progress" option will keep you up to date on the transfer, and the "--partial" option will let you restart the transfer if there is an interruption (even if you kill the rsync manually). Check the man page (man rsync) for more details.

Using scp would look something like this. If you don't have that machine in dns or the host file, you will need to use the ip address of that machine.
scp remote_machine:/mnt/images/some_file /local/folder

Rsync would look something like this..
rsync -avz -e ssh user@remote_machine:/some/folder /local/folder

Thanks for the rsync example.
It worked and you saved me bunch of time trying to figure it out.
Is there any particular reasons why rsync is the "best way".
(other than it works well)

Rsync sends only changed data. If you've updated a large file, only the changes will be sent (very fast). It can restart a partially sent file from where it left off (--partial); scp and sftp cannot. It can use compression on low bandwidth connections (--compress), for compressible data; scp and sftp cannot. You can limit your bandwidth consumption (--bwlimit), so you don;t monopolize a machine; scp and sftp cannot. It performs its own checksum to insure that data is transferred correctly; scp and sftp rely on the TCP checking, which can have problems on high error rate facilities. It can recursively transfer directory trees (--recursive); sftp cannot. It can copy file attributes (permissions, times, etc.); scp and sftp do not. It can keep local and remote directories synchronized; scp and sftp cannot. Many more reasons.

In short, there are lots of reasons rsync is the best way. It's a very useful tool to learn to use.

thanks!