I don't really download anymore, but essentially I always took the approach that there's no one "best at everything" system. Look around for ones others suggest, search for more info on them (specifically whether or not the thing had embeded malware or is a channel for it), give it a go to see how well it works, if it works well, keep it, if not, trash it.
A few rules:
Open source is good. Never any malware here, and usually very stable and such. Search on sourceforge for some projects.
Scan everything you download. I assume you're in Windows, so scan everything you download for viruses.
Realize that if you are downloading copyrighted material, you are breaking the law. Don't do it.
It might be a good idea to either make a snapshot or restore point just in case things go bad. Just a smart thing to do.
I know there were no programs listed, but as I said, I haven't downloaded anything other than Linux ISOs in a long time, and BitTorrent is good for that (possibly other things too, but I leave that to you). Be smart about this kinda stuff.