Although there are issues with the intregration with FireFox 3.01, I still use Orbit Downloader to download videos, music, and other things. (Not only is it a streaming media downloader, it’s also a download manager!)
It works with virtually all media sites, not just a limited amount. And the Grab++ intregrates with nearly all the main browsers (except FF 3.01, as I mentioned), but also works as standalone program.
Give it a try.