"Downloader for X" looks, heh, not fitting well into Ubuntu theme and not very natural/convenient. At the same time I don't know of any good alternative. Maybe you know?
6 Answers
Gwget 
Gwget is a free graphical frontend for of Wget. GWget supports all of the main features that Wget does, as well as parallel downloads. Its name is derived from GUI - Graphical user interface, and Wget.
You can also install it by
sudo apt-get install gwget
Multiget 
MultiGet is an easy-to-use GUI file downloader. It's programmed in C++ and has a GUI based on wxWidgets. It supports HTTP/FTP protocols which covers the requirements of most users. It supports multi-task with multi-thread on multi-server. It supports resuming downloads if the Web server supports it, and if you like, you can reconfig the thread number without stopping the current task. It's also support SOCKS 4,4a,5 proxy, ftp proxy, http proxy. In v0.8.0, a new feature was introduced, that is so called P2SP, or in other words, get file from multiple servers, and combine the data from different site into one file. This makes downloads complete much faster.
You can also install it by
sudo apt-get install multiget
Fatrat 
Fatrat is an open source download manager for Linux written in C++ and built on top of the Trolltech Qt 4 library. It is rich in features and is continuously extended.
You can also install it by
sudo apt-get install fatrat
Uget 
Uget (formerly urlgfe) is a Free and Open Source download manager written in GTK+ , it has many of features like easy-to-use , cross-platform (Windows & GNU/Linux) , support pause and resume , classify download , every category has an independent configuration , and more ...
You can also install it by
sudo apt-get install uget

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multiget cannot resume downloads properly from crashes. my vote goes to fatrat – Silver Moon May 28 '13 at 15:47
To install, run this from a terminal:
sudo add-apt-repository ppa:sikon/steadyflow
sudo apt-get update
sudo apt-get install steadyflow
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Looks pretty, but misses a lot of handy features (like storing history of previously used save file names and locations, limiting quantity of simultaneously downloaded files, multipart downloading, reserving disk space at download start, etc.) and ... despite humble look is extremely CPU-consuming. – Ivan Nov 05 '10 at 22:06
Assuming that you use Firefox, I'd suggest to use DownThemAll. It does not only support multiple downloads and pausing/resuming, but also multiple connections for one download.

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I prefer not using Firefox downlads extensions as this introduces some problems with downloads in some cases I've experienced. DownThemAll still can't manage to download some files of those meant only for browser access, and even having DownThemAll or FlashGot installed introduces some inconveniences in some cases. So I am looking for a browser-independent external download manager, ideally a wget GUI wrapper. – Ivan Nov 05 '10 at 21:36
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jDownloader can be an option? It has been made for other manners, but has the 'link grabber' function that can be usefull: while youre surfing, he grab all the links you select in web pages, and then you can download one by one or all of them.
It has even a captcha OCR, but im not sure if is your case ;)

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Yes it can (I used to use it when I was using Windows, and was pretty satisfied), but a zip package (I prefer to use Java apps in a "portable" manner rather than installing them into system with dpkg) was removed from the server (they use ul.to, so it's not surprising). I've submitted an issue, hope they are going to reupload. – Ivan Nov 06 '10 at 00:09
kget: Downloads from FTP, HTTP(S), torrent sources simultaneously, scriptable, automatic mirror search and more..

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kget suffers a big problem, if the internet drops for some time then the download will stall and wont resume for a long time even if the internet connection is up again. – Silver Moon May 28 '13 at 15:48
You can try out flareGet ( a recently released download manager for linux). It is still in the alpha stage but works pretty good. It is multi-threaded and supports upto 16 segments per download for download acceleration. For browser integration you can use flashgot.
http://sourceforge.net/projects/flareget/

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