AmazingDown Studio – Claims speeds up to 500% faster than built-in download managers. Includes proxy support, bandwidth limiting, Internet Explorer integration, and many more powerful features.
BlackWidow – Great app that scans the site and lists all the links. It will then download them for you
Chrysanth Download Manager – Powerful batch downloader that integrates with Internet Explorer.
ConnectFusion – Fast (some sources claim speeds 50% faster than built-in download managers) and easy to use download manager. Free software.

Download Accelerator Manager – Includes proxy support, a scheduler, an ability to follow redirects, a free space management gauge, an auto shutdown feature, and integration with Internet Explorer, Firefox, Opera, Netscape, Mozilla, Avant, and Maxthon. Freeware.
Download Accelerator Plus – Powerful app with advanced tools you won’t find anywhere else, like a file shredder and a cookie/history/temp cleaner. Also integrates with Internet Explorer, Firefox, Opera, Netscape, and Mozilla. Freeware (ad-supported).

File Downloader – Small command-line app that can be automated with scripts and batch files.
File Rain – Basic download manager that claims speeds up to 800% faster than built-in managers..

GetGo – Claims speeds of up to 300% faster than built-in download managers, and includes virus detection and a scheduler. Integrates into Internet Explorer, Firefox, Netscape, and Flock.

iFetcher – Easy to use download manager that works with Internet Explorer. Freeware.
Internet Download Accelerator – Proxy support, plugins, an FTP browser, archive previewing, integration with Internet Explorer, Firefox, Opera, Netscape, Mozilla, Maxthon, and NetCaptor, and much more are built into IDA.
Internet Download Manager – Supports proxies, redirects, firewalls, and more. Includes both a command-line version and a GUI version. Works with Internet Explorer, Firefox, Opera, Netscape, Mozilla, MSN Explorer, Avant, Maxthon, and AOL.
LeechGet – LeechGet is one of the easiest to use programs in this list. Don’t let that fool you: it packs in a ton of features, such as automatic downloading, resume of broken downloads, a download timer, automatic hang-up and shutdown, and integration with Internet Explorer, Mozilla, and Opera. Free for personal use.
Mass Downloader – Great batch downloader with support for streaming media and integration with Firefox, Netscape, Mozilla, and Flock.

Orbit Downloader – Social site downloading is the main appeal of this program. It supports HTTP(S), FTP, Metalink, RTSP, PNM, MMS, NSS, RTMP, embedded video from sites like YouTube, music from sites like Pandora, and files from sites like Rapidshare. It works with Internet Explorer, Firefox, Opera, Netscape, and Maxthon. Freeware.

Star Downloader – Includes categorization, automatic installation of installation programs, automatic extracting of archives, proxy support, and virus scanning. Integrates into Internet Explorer, Firefox, and Opera.  (includes a basic free version as well).
TrueDownloader – HTTP/FTP support, proxy support, and ZIP previewing are available with this great app. Internet Explorer, Firefox, and Mozilla integration provided. Free software.
VisualWget – A Wget (see below) front-end with support for skins and Internet Explorer integration. Free software.
WackGet – A minimalistic app that does a great job. Integrates with Internet Explorer. Free software.
WinWGet – Another Wget (see below) front-end, with features such as clipboard monitoring, threaded downloading, job exporting, predefined user agents, ASP/PHP redirection, multiple FTP file and folder downloading, and bit rate limit. Free software.
YADA (Yet Another Download Accelerator) – Fast manager with drag ‘n’ drop, multithreading, batch downloading, and much more. Freeware.