Mipony is a very nice download manager, which can be real lifesaver then it comes to getting files out of free host sites such as Megaupload, Rapidshare, Hotfile, Easy-share, Gigasize, Mediafire, Depositefiles, Filefactory, Uploading, 4shared, and others — complete list can be found here. Captcha screens, of course, will appear as usual, but you won’t have to see any advertising associated with those sites. For big files (like images or movies) you can keep it running overnight, it will properly put all the file pieces in line to download one after another. The latest version is 1.1.2, download it here.
Here’s some screenshots of the program below (click to enlarge).