DownThemAll addon for firefox is good.
But personal preference: FlashGet
And download managers don't increase ur download speeds, but they do try to maximize download rates "within ur connection speeds", provided the file is broken into multiple pieces, all simultaneously downloaded and the servers release data at that rate. Optimization is the purpose of DMs.
A 256kbps connection won't get 60kBps download speeds continually when downloaded with any download manager.
But then they r not useful for rapidshare, megaupload,uploading... downloads as those downloads are always single file downloads, so using plain old simple download is good enough.
Best way, optimize ur internet connectin speeds first. Also Firefox optimizations. That'll give u a hike of more than 10-15% speeds.
My ISP providers say that I could get only 80% of the speed advertised, so on my 256kbps, i would ideally be getting about (80% of (256 / 8 )) 26kBps, but tweaking gives me atleast 30kBps, in fact most of the time i get the 32kBps.