I administer several Linux boxes for personal stuff, at work, and for a few clients and I usually have a need to download and upload files from the command line. Here a just a few examples using wget, ftp, and curl.

To download a file using wget:

wget -c http://[ADDRESS]

To connect and download using FTP:

ftp [HOSTNAME]
Type username and password
type "binary" or "ascii" to set the transfer type.
get [filename] #to download
put [filename] #to upload
ls #for directory listing
cd [directory] #to change directories.

To download a file from ftp using curl:

curl ftp://[IP or FQDN]/[PATH]/[FILE.EXT] --username [username]:[password] -o [OUTPUT FILENAME] --progress

note: I also use WinSCP to transfer from Windows to Linux.