wget is of course an obvious solution, but I also suggest to have a look at cURL. From their website:
curl is a command line tool for
transferring files with URL syntax,
supporting FTP, FTPS, HTTP, HTTPS,
SCP, SFTP, TFTP, TELNET, DICT, LDAP,
LDAPS and FILE. curl supports SSL
certificates, HTTP POST, HTTP PUT, FTP
uploading, HTTP form based upload,
proxies, cookies, user+password
authentication (Basic, Digest, NTLM,
Negotiate, kerberos...), file transfer
resume, proxy tunneling and a busload
of other useful tricks.
Of course free and open source, and despite its huge list of supported protocols it's as simple to use as wget, so to use your example
curl -O http://somesite.org/packages/package.zip
downloads package.zip to a local file with the same name
curl -o myname.zip http://somesite.org/packages/package.zip
downloads package.zip as myname.zip
curl http://somesite.org/packages/package.zip > package.zip
redirects curl's stdout to package.zip
EDIT - example corrected, with thanks to @PrabhakarKasi