MobileDL runs on your Mac's menu bar and periodically (default is every 10 minutes) checks a note in your Simplenote account called "MobileDL Downloads" and downloads any file listed there. If the note isn't there, MobileDL automatically creates it for you. One URL per line of any kind of file: ".mp4, .mov, .mp3, .zip, .dmg, .app, .pdf, if it's a file on the web, MobileDL can download it." Even HD YouTube videos are supported. There is a short screencast available which shows how it works.
I went into MobileDL's "Advanced" preferences and changed the download directory to my Dropbox folder. So once the files are downloaded on my Mac, I can even access them via the Dropbox iPhone app or any of my other computers. It even keeps a log in Simplenote of files which it has downloaded for you.
This is something I have been meaning to create myself using shell scripts and cron. MobileDL is a much nicer solution. There's also a command-line version which should work on Windows or Linux computers. I have only two "feature requests" that I would like to see: 1) Growl notifications not on every "check" but only when a file is downloaded and 2) support for sending URLs to Simplenote via email (something available to premium Simplenote customers). Right now MobileDL can't handle more than one "MobileDL Downloads" note.
Hat tip to Minimal Mac for bringing this very cool (and free!) app to my attention.
UPDATE: As mentioned in the comments, you can control which notifications you get from within the Growl preference panel. The MobileDL preference panel just lets you turn Growl on/off as a whole, but in the Growl pane you can turn notifications on/off for checking for downloads, downloading a file, or when download is complete.