The BitTorrent experimental download client is good. Installs with little fuss, and when I click on a .torrent link it just works. Nice UI to show you how the transfer is going with simple settings to throttle upload bandwidth. If you're a Windows user and haven't used BitTorrent, this is the place to start.
Game demos are starting to be distributed via BitTorrent. Perfect use: lots of enthusiasts, giant files (200 megs is common). Places to go for legitimate BitTorrent game files: GameTab, 3dgamers. Try out the cool Tron demo!