mhm, you need to be a bit more specific.
Depending on the job, I use either:
1. EZCode (with EZPics or MediaQueue)
2. CTRL + J in my browser (opera) will give me all the links on a page.
3. wget - commandline util used for more elaborate whole or parts of sites
4. MetaProducts Offline Explorer - a website downloading tool.
(HTTTrack is a freeware prog that I believe is similar and reputedly good)
Of the above, I *could* get by in most all cases with Offline Explorer, so long as it's configged properly.
I just use whatever's running/handy at the moment or whatever.
//edit - oh my...I sound like a professional porn downloader