Many readers are still reporting problems downloading patch 3.0.2, possibly the largest patch WoW has ever received (in terms of both file size and number of changes). The Blizzard Downloader is a clever adaptation of BitTorrent, and while it does a good job of lightening the load on Blizz's servers and distributing the patch files to those of us who are able to forward ports and open firewalls, not everyone is in that position. Some people really just want a straight HTTP download of the patch files.
Fortunately, our sister site Big Download is here to help. They're hosting all the patch files, for both Mac and Windows, BC players and classic. Part of the confusion here is that there were actually two patches yesterday, 3.0.1 and 3.0.2. They must be applied in that order, and then you'll be ready to play. All the instructions are over at Big Download; they'll have you up and running in short order.