Ninite is one of the cool service that has been around for a while and that every geek should know about. Ninite downloads, install and update your programs all at once.
How it works
You click all the apps you want and click the Get Installer button and run it. Ninite will get all the installers for you and install apps in the background. There is no need to click next or even ask you to install a toolbar. To check for and run updates, just click the installer file again and it will update apps to latest version and skip apps that are already at latest version.
It is currently free for home use, but if you choose to support Ninite you can purchase Ninite Updater for $9.99/year which watches your apps for updates automatically.
Ninite Pro helps network admins manage apps on their whole network and starts at $20/month for 100 machines, admins have options to uninstall apps, disable built-in updater and desktop shortcuts and more.
There is also a Ninite for Ubuntu Linux (beta).