I find JDownloader excellent but much too heavy sometimes. In Windows I preferred ochDownloader (no Java!), but couldn't make its Linux version work. (Started its Windows portable version in Wine, but although worked, it has issues. - While Tucan - still mentioned by Ubuntu users - stinks in Windows and is not even working in Ubuntu 11.10)
Free Rapid Downloader (FRD) although still Java-based is not so heavy as JD and can be used in Ubuntu. It has a portable version, just execute the frd.sh file. (In frd.sh file's properties, permissions, check "allow to run as a program".) The error message that keeps popping-up is of no consequence.