KeepVid.com
While there are a number of solutions for downloading streaming-only videos, my favorite used to be a Firefox plug-in called Video Download Helper.
I still use it on occasion, but I recently got turned on to a much simpler solution that is my new favorite method.
KeepVid.com is a no frills site that allows you to paste in a video's URL and after a tiny bit of behind the scenes magic, download it in a number of different formats. I don't know who's behind the site or how they're making any money, but it's pretty sweet.
iMedia Coverter
And while we're talking about video, I also recently started using iSkySoft's iMedia Converter Deluxe for basic video needs. It's a great little tool that I use for a whole host of small video tasks: converting form and to any video format, trimming videos, combining multiple video clips, lightening or darkening a video, ripping DVDs and even downloading web videos. There are definite limitations and their customer service is basically non-existent, but it's my go-to solution for quick video tasks.