Download managers/accelerators increase the download speed by establishing multiple connections with each one downloading a segment of the file: 4 segments means 4x the speed (some/many/most servers limit the speed per connection for downloads).
DownThemAll! can also download everything from a page, or just the things on the page you want.
Another feature I use is the auto-rename, since I always download to the same directories and some file versions always have the same name. -- "...but ya doesn't hasta call me Johnson!"