Option-clicking a link usually works.

Or option-enter in the url bar. That's especially convenient when you accidentally just clicked the link and it opened in the browser, because then you just do command-L followed by option-enter.

Drag & Drop to Downloads is also nice..

This was a new one to me, thanks.

I usually use the Terminal and curl which is available on all recent Mac OS X installations.

For people not used to the terminal it might be a bit daunting at first, but it is rather simple. I have gotten non-geeks at work to find the terminal appealing after showing them how to do it. The advantage with curl is that it can handle almost any kind of download.

or even easier tell curl to use the file's name on the server:

These are all OK if you're looking at a link to the actual file. Sometimes there's a level of indirection or two involved and you'll just end up downloading a .htm file or some other intermediate file. In most of these indirect cases you can get to the streaming content by double-clicking on the appropriate line in the Activity Window. Of course, sometimes more inventive tricks are required...

Why on earth would you need to do this over option-enter or command s (save) or a cURL command?
1 star

Agreed. This is basically the worst out of those three possible methods to force a file to download?

Identifying the file in the Activity Window and Option-Clicking the file will start a download.

Cmd - S FFS!

I always option-clicked in the activity window, but a lot of these other ones (including the original) are good hints for those like me who never knew about them. I can't believe I never realized some of these myself - particularly that you can just do Save/CMD-S when you have a difect link to an mp4 or whatever file!