There were the days of NetAnts. GetRight (still around I think and they had an SDK), Jetcar (which now is GetFlash) and so on... Many of these still works actually, but are hardly updated anymore. There is one small problem... These are not free technically.
Take for example Flashget which I was using. There are adwares inside. IF you registered it, it will disable the ads, but it will not delete the registered DLL away. IF you us MS Antispy or something similar, you will find the adware there. Hate it don't you. Anyway, that is more than enough a good reason to get rid of it.
Here, I am going to introduce Wellget to you. Its FREE for a start. I just got it today. Ok, I know I am slow... Hei, but there are still lots of other people who hasn't. Tested it a bit. Looks and feel like the rest of them. This can even do streaming. Well, I am going to test this one out and uninstall Flashget. Grab it at http://www.wellget.com and let me know if you like ot dislike this one.