Web Browser Tools/Plugins

Download Managers*

Some recommended download managers include:

Operating System Download Manager Note
For All OSes Firefox add-on: DownThemAll This is probably the best/simplest plugin.
For Windows FDM (Free Download Manager) and Stardownloader  
For Mac OS X / Safari Speed Download  Retail price is about $25.

Download managers provide an easy-to-use GUI for downloading multiple files in parallel, for monitoring download progress, and for pausing/restarting downloads. Most support uploads as well, and some such as 'Free Download Manager' even support bittorent downloads.

* For more information, Wikipedia maintains a comparison table of download managers.

Other Browser Tools

Globus Online is an easy way to perform GridFTP-based transfers from a web browswer.