wget is especially useful in downloading web pages with its links, e.g. online books or tutorials. just type:
wget --recursive --noparent
http://server.domain/dir/page.html
to download page.html and all pages that link from it, but only under /dir directory. Very useful
a good alternative for wget for the ftp protocol is lftp.
Also, there's caitoo as an alternative for d4x but as far as I know it hasn't been updated for a while (?).