I usually don't want the Safari Downloads window to grab focus (come to the front) when I begin a download. I noticed that the window only grabs focus when a download is added to an empty downloads list. Unfortunately, I also prefer the 'Remove item upon successful download' option. Thus, almost every time I start a download the Downloads window grabs focus.
To work around this, I simply started a download and then canceled it, leaving it in the Downloads window. Now when I start downloads, the window stays in the background, and I can continue browsing unhindered.
Hopes this helps someone.
Mac OS X Hints
http://hints.macworld.com/article.php?story=2003122215213696