How to download a file from a website in C#

With the WebClient class:

using System.Net;
//...
WebClient Client = new WebClient ();
Client.DownloadFile("http://i.stackoverflow.com/Content/Img/stackoverflow-logo-250.png", @"C:\folder\stackoverflowlogo.png");

Use WebClient.DownloadFile:

using (WebClient client = new WebClient())
{
    client.DownloadFile("http://csharpindepth.com/Reviews.aspx", 
                        @"c:\Users\Jon\Test\foo.txt");
}

Sure, you just use a HttpWebRequest.

Once you have the HttpWebRequest set up, you can save the response stream to a file StreamWriter(Either BinaryWriter, or a TextWriter depending on the mimetype.) and you have a file on your hard drive.

EDIT: Forgot about WebClient. That works good unless as long as you only need to use GET to retrieve your file. If the site requires you to POST information to it, you'll have to use a HttpWebRequest, so I'm leaving my answer up.