I also use the basic firefox download manager. I used flashget before but I don't download enough big files from the internet to make it worth the trouble...
I use Download Accelerator Plus (free version). I just wish my dad would get me a decent ADSL plan (my normal speed is 1.5 megabits - and my dad's office has 20!).
I not have any of them and Internet explorer will do it for myself as my not into downloading much except my mail attachments or few scholarly documents.