Fetch is what I use to retrieve files from the internet. I find other tools like wget and curl too complicated; besides, there's a coolness factor in using your own tools to do stuff.
I started out with The Go Programming Language's 'fetch' program and branched out from there, adding shortcuts that I found useful (including the '-x' flag) as well as other common features.
Usage
usage: fetch [flags] [urls]
flags:
-d download contents to a file instead of printing to stdout
-e ignore errors and fetch page on status code != 200
-h show usage
-r don't follow redirects
-x if -d is set, mark the file as executable
Known issues
Crappy filename handling downloaded files have weird filenames when when filename in Content-Disposition is unspecified; I have no idea how to fix this, if you know something I don't, send a pull request