I've already posted about the Free Download Manager. Recently I've checked and they have a new version, which enables you to download videos from YouTube, Google Video, Blennus, DailyMotion, LiveDigital and MySpaces. Probably the list of supported sites will keep expanding.
It enables you to automatically convert the downloaded Flash video (.flv) to some of the popular video formats - .avi, .mpg, .mp4, .wmv, etc.
It comes also with a built-in (as an option) torrent downloader.