Below are different tools and ports that are either part of the base install or the ports tree. You should find most items that are needed to give you the ability to have OpenBSD be a fully functioning workstation to replace anything that you are currently using.
Downloading multiple streams of a large internet file at the same time: Using aria2, this tool give you the ability to download multiple streams, which wget doesn’t do and also downloads from other sources such as FTP, Bittorrent and Metalink.